+216.7%
CRWD vs KEY
+39.4%
+177.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | -2.3% | +2.7% | -5.1% | -3.2% |
| 30D | -2.1% | -3.2% | +1.2% | -1.1% |
| 3M | +27.5% | +1.0% | +26.6% | +27.1% |
| 6M | +95.8% | +11.9% | +84.0% | +88.5% |
| YTD | +79.2% | +8.7% | +70.5% | +73.8% |
| 1Y | +96.3% | +18.5% | +77.8% | +85.0% |
| 3Y | +399.8% | +124.0% | +275.8% | +286.3% |
| 5Y | +216.7% | +40.8% | +175.9% | +197.8% |
| All | +216.7% | +39.4% | +177.3% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling