+482.7%
CMI vs KEYS
+1,113.8%
-631.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.4% |
| 7D | -0.7% | +3.5% | -4.2% | -2.1% |
| 30D | -12.4% | -4.5% | -7.9% | -10.9% |
| 3M | -14.8% | -0.4% | -14.4% | -14.9% |
| 6M | +0.8% | +19.1% | -18.3% | -5.9% |
| YTD | +10.2% | +66.7% | -56.5% | -10.7% |
| 1Y | +37.4% | +96.5% | -59.0% | +4.1% |
| 3Y | +153.3% | +155.2% | -1.9% | +70.3% |
| 5Y | +167.6% | +88.0% | +79.6% | +96.6% |
| 10Y | +514.4% | +1,046.8% | -532.4% | +125.0% |
| All | +482.7% | +1,113.8% | -631.1% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling