+5,793.7%
CRM vs KEY
+52.2%
+5,741.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.4% |
| 7D | -3.5% | +2.7% | -6.2% | -4.2% |
| 30D | +29.3% | -3.2% | +32.5% | +30.3% |
| 3M | +36.8% | +1.0% | +35.9% | +36.1% |
| 6M | +23.9% | +11.9% | +12.0% | +19.5% |
| YTD | -5.5% | +8.7% | -14.2% | -8.3% |
| 1Y | -0.4% | +18.5% | -18.9% | -5.8% |
| 3Y | +12.8% | +124.0% | -111.2% | -12.3% |
| 5Y | -3.5% | +40.8% | -44.3% | -18.1% |
| 10Y | +238.4% | +167.0% | +71.5% | +118.2% |
| All | +5,793.7% | +52.2% | +5,741.5% | +3,107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling