+78.8%
CNQ vs KEY
+122.3%
-43.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | -1.5% | +1.7% | +0.4% |
| 30D | +6.2% | -3.7% | +9.9% | +7.0% |
| 3M | +12.4% | -1.3% | +13.6% | +12.3% |
| 6M | +9.0% | +13.3% | -4.3% | +5.1% |
| YTD | +52.2% | +9.0% | +43.3% | +47.7% |
| 1Y | +65.0% | +18.7% | +46.4% | +56.0% |
| 3Y | +78.8% | +125.3% | -46.4% | +38.7% |
| All | +78.8% | +122.3% | -43.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling