+71.6%
CRH vs KEYS
+154.3%
-82.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.4% |
| 7D | -6.1% | +3.5% | -9.6% | -7.3% |
| 30D | -9.3% | -4.5% | -4.8% | -8.0% |
| 3M | -15.2% | -0.4% | -14.8% | -16.2% |
| 6M | -14.2% | +19.1% | -33.3% | -21.6% |
| YTD | -28.3% | +66.7% | -94.9% | -44.5% |
| 1Y | -21.8% | +96.5% | -118.2% | -44.6% |
| 3Y | +71.6% | +155.2% | -83.5% | +9.7% |
| All | +71.6% | +154.3% | -82.7% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling