-4.0%
CMS vs KEY
+23.0%
-27.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +6.6% | +6.7% | -0.2% | +6.2% |
| 3M | +0.8% | -4.6% | +5.4% | +0.8% |
| 6M | -3.3% | +2.6% | -5.9% | -3.4% |
| YTD | +2.7% | +7.0% | -4.2% | +3.1% |
| 1Y | -4.0% | +23.5% | -27.5% | -2.7% |
| All | -4.0% | +23.0% | -27.0% | -2.7% |
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