+1,325.8%
CRWD vs KEYS
+304.7%
+1,021.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -3.1% |
| 7D | -3.0% | +3.5% | -6.5% | -4.9% |
| 30D | -6.8% | -4.5% | -2.3% | -4.7% |
| 3M | +19.6% | -0.4% | +20.0% | +18.0% |
| 6M | +87.1% | +19.1% | +68.0% | +64.1% |
| YTD | +76.4% | +66.7% | +9.8% | +22.1% |
| 1Y | +90.8% | +96.5% | -5.6% | +18.3% |
| 3Y | +380.0% | +155.2% | +224.8% | +144.9% |
| 5Y | +215.6% | +88.0% | +127.6% | +91.1% |
| All | +1,325.8% | +304.7% | +1,021.1% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling