+78.8%
CNQ vs KEYS
+154.3%
-75.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.5% | -1.1% |
| 7D | +0.1% | +3.5% | -3.4% | -0.4% |
| 30D | +6.2% | -4.5% | +10.7% | +6.8% |
| 3M | +12.4% | -0.4% | +12.8% | +11.9% |
| 6M | +9.0% | +19.1% | -10.1% | +4.5% |
| YTD | +52.2% | +66.7% | -14.5% | +33.3% |
| 1Y | +65.0% | +96.5% | -31.4% | +37.7% |
| 3Y | +78.8% | +155.2% | -76.3% | +39.5% |
| All | +78.8% | +154.3% | -75.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling