+114.8%
CMI vs KEY
+13.1%
+101.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.5% | +2.9% | -2.5% | -0.5% |
| 30D | -14.0% | +8.4% | -22.5% | -16.5% |
| 3M | -28.1% | -5.8% | -22.4% | -26.7% |
| 6M | -35.8% | +5.4% | -41.3% | -37.2% |
| YTD | -10.5% | +7.1% | -17.6% | -12.8% |
| 1Y | -1.9% | +26.8% | -28.7% | -9.7% |
| 3Y | +121.0% | +128.7% | -7.7% | +65.6% |
| All | +114.8% | +13.1% | +101.7% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling