+10.2%
CRM vs KEY
+121.2%
-110.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.0% | -0.3% | -4.6% | -4.9% |
| 30D | +23.6% | -3.3% | +26.9% | +24.6% |
| 3M | +39.6% | -0.7% | +40.3% | +39.6% |
| 6M | +23.4% | +12.5% | +10.9% | +18.4% |
| YTD | -7.4% | +8.4% | -15.8% | -10.3% |
| 1Y | -2.3% | +18.4% | -20.8% | -8.2% |
| All | +10.2% | +121.2% | -110.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling