+458.5%
CRH vs KEYS
+1,113.8%
-655.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.0% |
| YTD | -28.3% | +66.7% | -94.9% | -44.7% |
| 1Y | -21.8% | +96.5% | -118.2% | -44.4% |
| 3Y | +71.6% | +155.2% | -83.5% | +6.5% |
| 5Y | +96.6% | +88.0% | +8.6% | +36.5% |
| 10Y | +253.8% | +1,046.8% | -792.9% | +10.0% |
| All | +458.5% | +1,113.8% | -655.2% | +68.6% |
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