+34.5%
CMS vs KEYS
+59.1%
-24.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.8% |
| 7D | +1.7% | +9.4% | -7.7% | +1.4% |
| 30D | +6.2% | -16.8% | +22.9% | +7.0% |
| 3M | +0.6% | -15.9% | +16.5% | +1.2% |
| 6M | -1.8% | -17.6% | +15.8% | -1.1% |
| YTD | +3.8% | +46.5% | -42.7% | 0.0% |
| 1Y | -1.8% | +66.9% | -68.7% | -6.4% |
| 3Y | +39.8% | +141.4% | -101.6% | +25.5% |
| All | +34.5% | +59.1% | -24.6% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling