+35.4%
CMS vs KEY
+12.4%
+23.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +1.7% | -2.5% | +4.1% | +1.9% |
| 30D | +8.6% | +4.1% | +4.5% | +8.2% |
| 3M | -0.5% | -8.4% | +7.9% | +0.3% |
| 6M | -4.2% | -2.3% | -1.9% | -4.0% |
| YTD | +3.4% | +4.6% | -1.1% | +2.8% |
| 1Y | +0.4% | +24.6% | -24.1% | -1.8% |
| 3Y | +38.2% | +112.8% | -74.6% | +26.4% |
| 5Y | +35.4% | +12.9% | +22.5% | +28.6% |
| All | +35.4% | +12.4% | +23.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling