+214.7%
CMS vs KEYS
+1,095.1%
-880.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +1.2% | +4.4% | -3.2% | +0.8% |
| 30D | -3.2% | -2.2% | -0.9% | -3.0% |
| 3M | -2.2% | +0.5% | -2.8% | -2.7% |
| 6M | -9.4% | +22.4% | -31.8% | -12.0% |
| YTD | +0.7% | +64.1% | -63.4% | -5.9% |
| 1Y | +0.4% | +97.0% | -96.6% | -8.6% |
| 3Y | +35.2% | +152.0% | -116.8% | +17.2% |
| 5Y | +24.1% | +83.7% | -59.6% | +11.4% |
| 10Y | +115.8% | +997.9% | -882.1% | +60.1% |
| All | +214.7% | +1,095.1% | -880.3% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling