-11.2%
CRM vs KEYS
+45.0%
-56.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.8% | -3.5% |
| 7D | -3.7% | -21.0% | +17.3% | -7.3% |
| 30D | -1.1% | -32.8% | +31.7% | -7.3% |
| 3M | +15.5% | -22.4% | +37.9% | +11.2% |
| 6M | +19.5% | -26.8% | +46.2% | +15.4% |
| YTD | -15.5% | +28.3% | -43.7% | -27.7% |
| 1Y | -11.2% | +40.2% | -51.5% | -27.2% |
| All | -11.2% | +45.0% | -56.3% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling