+110.5%
CNC vs KEYS
+55.9%
+54.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -6.3% | +18.9% | +12.3% |
| 7D | +13.4% | -14.8% | +28.2% | +12.7% |
| 30D | +18.2% | -25.6% | +43.8% | +17.3% |
| 3M | +18.6% | -16.2% | +34.9% | +18.0% |
| 6M | +41.9% | -18.6% | +60.6% | +41.2% |
| YTD | +84.7% | +40.7% | +44.0% | +71.9% |
| 1Y | +110.5% | +59.6% | +50.9% | +86.4% |
| All | +110.5% | +55.9% | +54.6% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling