+32.6%
CMS vs KEYS
+144.6%
-112.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -1.3% | +0.9% | -2.3% | -1.3% |
| 30D | -2.8% | -5.3% | +2.5% | -2.7% |
| 3M | -7.1% | +0.5% | -7.6% | -7.2% |
| 6M | -10.0% | +14.0% | -24.1% | -10.4% |
| YTD | -0.9% | +60.3% | -61.2% | -2.0% |
| 1Y | -2.0% | +91.3% | -93.3% | -3.4% |
| All | +32.6% | +144.6% | -112.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling