+238.9%
CRM vs KEY
+172.4%
+66.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | +28.1% | -3.7% | +31.8% | +29.3% |
| 3M | +48.8% | -1.3% | +50.1% | +49.0% |
| 6M | +28.3% | +13.3% | +14.9% | +23.5% |
| YTD | -6.0% | +9.0% | -15.0% | -8.7% |
| 1Y | +1.4% | +18.7% | -17.2% | -3.8% |
| 3Y | +11.8% | +125.3% | -113.4% | -11.8% |
| 5Y | -2.0% | +40.2% | -42.2% | -15.2% |
| All | +238.9% | +172.4% | +66.5% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling