+123.5%
CMS vs KEY
+120.9%
+2.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +7.2% | +5.1% | +2.0% | +6.6% |
| 3M | -1.3% | -7.1% | +5.8% | -0.5% |
| 6M | -4.3% | -4.4% | +0.1% | -3.9% |
| YTD | +2.1% | +4.0% | -1.9% | +1.4% |
| 1Y | -0.6% | +23.4% | -24.0% | -3.2% |
| 3Y | +38.0% | +113.9% | -75.9% | +24.2% |
| 5Y | +33.6% | +12.3% | +21.3% | +27.2% |
| All | +123.5% | +120.9% | +2.6% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling