+32.5%
CMI vs KEYS
+84.2%
-51.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | +0.5% |
| 7D | -3.5% | -3.7% | +0.2% | -1.9% |
| 30D | -14.0% | -12.0% | -2.0% | -8.8% |
| 3M | -17.7% | -10.2% | -7.5% | -13.9% |
| 6M | +1.7% | +12.6% | -10.9% | -2.0% |
| YTD | +7.1% | +55.0% | -47.9% | -9.4% |
| All | +32.5% | +84.2% | -51.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling