+2.8%
CNC vs KEY
+39.4%
-36.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.5% |
| 7D | -1.0% | +2.7% | -3.7% | -1.3% |
| 30D | -1.8% | -3.2% | +1.4% | -1.4% |
| 3M | -0.7% | +1.0% | -1.6% | -0.8% |
| 6M | +47.9% | +11.9% | +36.1% | +46.0% |
| YTD | +56.9% | +8.7% | +48.2% | +55.1% |
| 1Y | +123.9% | +18.5% | +105.5% | +119.1% |
| 3Y | -1.3% | +124.0% | -125.2% | -13.1% |
| 5Y | +2.8% | +40.8% | -38.1% | -7.8% |
| All | +2.8% | +39.4% | -36.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling