+834.0%
CTAS vs KEY
+120.9%
+713.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +1.2% | -1.3% | +2.4% | +1.6% |
| 30D | +12.8% | +5.1% | +7.6% | +11.0% |
| 3M | +10.3% | -7.1% | +17.4% | +12.8% |
| 6M | +32.0% | -4.4% | +36.4% | +33.4% |
| YTD | +19.1% | +4.0% | +15.1% | +16.8% |
| 1Y | +21.5% | +23.4% | -1.9% | +12.6% |
| 3Y | +76.0% | +113.9% | -37.9% | +31.0% |
| 5Y | +110.9% | +12.3% | +98.5% | +87.6% |
| All | +834.0% | +120.9% | +713.0% | +500.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling