-21.8%
CRH vs KEY
+18.0%
-39.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -6.1% | -1.5% | -4.5% | -5.3% |
| 30D | -9.3% | -3.7% | -5.6% | -7.5% |
| 3M | -15.2% | -1.3% | -13.9% | -14.6% |
| 6M | -14.2% | +13.3% | -27.5% | -18.8% |
| YTD | -28.3% | +9.0% | -37.2% | -30.8% |
| 1Y | -21.8% | +18.7% | -40.5% | -28.8% |
| All | -21.8% | +18.0% | -39.8% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling