+167.0%
CMI vs KEY
+40.7%
+126.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -12.3% | -3.3% | -9.0% | -11.3% |
| 3M | -16.8% | -0.7% | -16.1% | -16.7% |
| 6M | +1.5% | +12.5% | -11.0% | -2.6% |
| YTD | +9.8% | +8.4% | +1.4% | +6.6% |
| 1Y | +42.6% | +18.4% | +24.1% | +34.0% |
| 3Y | +151.0% | +123.3% | +27.7% | +87.9% |
| 5Y | +167.0% | +38.8% | +128.2% | +127.2% |
| All | +167.0% | +40.7% | +126.3% | +127.2% |
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