+6,189.1%
CRH vs KEY
+1,030.3%
+5,158.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.4% |
| 7D | -0.6% | +2.7% | -3.4% | -1.4% |
| 30D | -9.5% | -3.2% | -6.2% | -8.6% |
| 3M | -10.4% | +1.0% | -11.4% | -10.6% |
| 6M | -14.2% | +11.9% | -26.1% | -16.9% |
| YTD | -26.6% | +8.7% | -35.3% | -28.3% |
| 1Y | -18.2% | +18.5% | -36.7% | -22.3% |
| 3Y | +74.9% | +124.0% | -49.0% | +36.4% |
| 5Y | +101.7% | +40.8% | +60.9% | +73.2% |
| 10Y | +249.4% | +167.0% | +82.4% | +142.7% |
| All | +6,189.1% | +1,030.3% | +5,158.8% | +3,288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling