+94.1%
CRH vs KEYS
+87.1%
+7.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.6% |
| 7D | -6.1% | +3.5% | -9.6% | -7.4% |
| 30D | -9.3% | -4.5% | -4.8% | -7.8% |
| 3M | -15.2% | -0.4% | -14.8% | -16.4% |
| 6M | -14.2% | +19.1% | -33.3% | -22.4% |
| YTD | -28.3% | +66.7% | -94.9% | -45.8% |
| 1Y | -21.8% | +96.5% | -118.2% | -46.0% |
| 3Y | +71.6% | +155.2% | -83.5% | +0.5% |
| All | +94.1% | +87.1% | +7.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling