-1.4%
CMS vs KEY
+24.1%
-25.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +6.3% | +5.1% | +1.2% | +6.0% |
| 3M | -2.1% | -7.1% | +5.1% | -1.8% |
| 6M | -5.1% | -4.4% | -0.7% | -5.1% |
| YTD | +1.3% | +4.0% | -2.8% | +1.5% |
| 1Y | -1.4% | +23.4% | -24.8% | -1.3% |
| All | -1.4% | +24.1% | -25.5% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling