+238.9%
CRM vs KEYS
+1,049.9%
-811.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +0.3% |
| 7D | -4.4% | +3.5% | -7.9% | -5.9% |
| 30D | +28.1% | -4.5% | +32.6% | +30.0% |
| 3M | +48.8% | -0.4% | +49.2% | +45.2% |
| 6M | +28.3% | +19.1% | +9.1% | +12.3% |
| YTD | -6.0% | +66.7% | -72.7% | -32.5% |
| 1Y | +1.4% | +96.5% | -95.0% | -33.8% |
| 3Y | +11.8% | +155.2% | -143.3% | -38.8% |
| 5Y | -2.0% | +88.0% | -90.0% | -37.6% |
| All | +238.9% | +1,049.9% | -811.0% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling