+231.9%
CNC vs KEYS
+1,113.8%
-881.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.6% |
| 7D | -0.9% | +3.5% | -4.4% | -1.8% |
| 30D | -1.0% | -4.5% | +3.5% | 0.0% |
| 3M | +4.5% | -0.4% | +4.9% | +3.8% |
| 6M | +85.2% | +19.1% | +66.1% | +74.0% |
| YTD | +61.4% | +66.7% | -5.3% | +36.0% |
| 1Y | +94.9% | +96.5% | -1.6% | +55.8% |
| 3Y | 0.0% | +155.2% | -155.2% | -28.8% |
| 5Y | +11.2% | +88.0% | -76.8% | -14.7% |
| 10Y | +98.7% | +1,046.8% | -948.1% | -17.6% |
| All | +231.9% | +1,113.8% | -881.8% | +29.2% |
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 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