-25.3%
CRCL vs KEY
+42.1%
-67.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -3.0% |
| 7D | -8.4% | +2.9% | -11.3% | -10.3% |
| 30D | -21.8% | +8.4% | -30.2% | -26.1% |
| 3M | -17.5% | -5.8% | -11.7% | -14.1% |
| 6M | -50.9% | +5.4% | -56.3% | -53.9% |
| YTD | -21.6% | +7.1% | -28.6% | -29.3% |
| 1Y | -24.5% | +26.8% | -51.3% | -43.9% |
| All | -25.3% | +42.1% | -67.4% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling