+8.9%
CRCL vs KEYS
+109.8%
-101.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.9% |
| 7D | -11.2% | +3.5% | -14.7% | -12.2% |
| 30D | +27.1% | -4.5% | +31.6% | +28.6% |
| 3M | +9.6% | -0.4% | +10.1% | +8.2% |
| 6M | -19.7% | +19.1% | -38.8% | -25.5% |
| YTD | +14.2% | +66.7% | -52.4% | -10.6% |
| 1Y | -32.2% | +96.5% | -128.7% | -51.1% |
| All | +8.9% | +109.8% | -101.0% | -13.2% |
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