+459.7%
CMS vs KEY
+1,050.5%
-590.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | -3.6% | -3.0% | -0.6% | -3.2% |
| 3M | -1.9% | +3.3% | -5.2% | -2.5% |
| 6M | -11.0% | +9.2% | -20.2% | -12.3% |
| YTD | +0.2% | +10.6% | -10.5% | -1.7% |
| 1Y | -1.3% | +20.4% | -21.7% | -4.6% |
| 3Y | +35.9% | +121.8% | -85.9% | +17.2% |
| 5Y | +23.1% | +41.1% | -18.0% | +10.4% |
| 10Y | +117.9% | +168.5% | -50.6% | +63.9% |
| All | +459.7% | +1,050.5% | -590.9% | +135.2% |
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