+5,587.9%
CNQ vs KEY
+210.9%
+5,377.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.1% |
| 30D | +6.7% | -3.3% | +10.0% | +7.8% |
| 3M | +12.8% | -0.2% | +13.0% | +12.4% |
| 6M | +13.3% | +12.1% | +1.2% | +8.1% |
| YTD | +53.1% | +8.4% | +44.7% | +47.2% |
| 1Y | +66.1% | +17.6% | +48.4% | +54.7% |
| 3Y | +75.4% | +123.3% | -47.9% | +27.1% |
| 5Y | +288.1% | +39.5% | +248.6% | +213.9% |
| 10Y | +423.6% | +169.3% | +254.3% | +240.9% |
| All | +5,587.9% | +210.9% | +5,377.0% | +3,112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling