+477.8%
CMS vs KEY
+987.2%
-509.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +1.7% | -2.5% | +4.1% | +2.1% |
| 30D | +8.6% | +4.1% | +4.5% | +7.9% |
| 3M | -0.5% | -8.4% | +7.9% | +0.8% |
| 6M | -4.2% | -2.3% | -1.9% | -4.0% |
| YTD | +3.4% | +4.6% | -1.1% | +2.4% |
| 1Y | +0.4% | +24.6% | -24.1% | -3.3% |
| 3Y | +38.2% | +112.8% | -74.6% | +20.1% |
| 5Y | +35.4% | +12.9% | +22.5% | +26.0% |
| 10Y | +131.7% | +126.7% | +5.0% | +79.3% |
| All | +477.8% | +987.2% | -509.4% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling