+165.0%
CMI vs KEYS
+87.1%
+77.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.5% |
| 7D | -0.7% | +3.5% | -4.2% | -2.2% |
| 30D | -12.4% | -4.5% | -7.9% | -10.7% |
| 3M | -14.8% | -0.4% | -14.4% | -15.0% |
| 6M | +0.8% | +19.1% | -18.3% | -6.2% |
| YTD | +10.2% | +66.7% | -56.5% | -11.5% |
| 1Y | +37.4% | +96.5% | -59.0% | +2.8% |
| 3Y | +153.3% | +155.2% | -1.9% | +67.3% |
| All | +165.0% | +87.1% | +77.9% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling