+19,478.9%
CMI vs KEY
+1,050.5%
+18,428.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | +2.2% | -2.9% | -1.5% |
| 30D | -13.4% | -3.0% | -10.4% | -12.5% |
| 3M | -17.0% | +3.3% | -20.3% | -18.0% |
| 6M | -1.6% | +9.2% | -10.8% | -4.6% |
| YTD | +11.0% | +10.6% | +0.3% | +7.0% |
| 1Y | +41.9% | +20.4% | +21.5% | +32.6% |
| 3Y | +151.8% | +121.8% | +30.0% | +85.7% |
| 5Y | +163.6% | +41.1% | +122.5% | +116.6% |
| 10Y | +472.9% | +168.5% | +304.4% | +247.3% |
| All | +19,478.9% | +1,050.5% | +18,428.4% | +6,564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling