+399.6%
CNQ vs KEYS
+1,113.8%
-714.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.5% | -2.0% |
| 7D | +0.1% | +3.5% | -3.4% | -1.1% |
| 30D | +6.2% | -4.5% | +10.7% | +7.6% |
| 3M | +12.4% | -0.4% | +12.8% | +11.1% |
| 6M | +9.0% | +19.1% | -10.1% | -0.3% |
| YTD | +52.2% | +66.7% | -14.5% | +19.8% |
| 1Y | +65.0% | +96.5% | -31.4% | +20.5% |
| 3Y | +78.8% | +155.2% | -76.3% | +12.7% |
| 5Y | +286.0% | +88.0% | +198.0% | +168.6% |
| 10Y | +420.7% | +1,046.8% | -626.0% | +61.5% |
| All | +399.6% | +1,113.8% | -714.1% | +40.1% |
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