+116.9%
CTAS vs KEY
+12.7%
+104.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.5% | +1.8% | -1.3% | +0.1% |
| 30D | +10.2% | +7.1% | +3.1% | +8.8% |
| 3M | +12.1% | -5.9% | +18.0% | +13.3% |
| 6M | +38.3% | +2.2% | +36.1% | +37.4% |
| YTD | +21.9% | +6.4% | +15.5% | +20.0% |
| 1Y | +24.0% | +24.8% | -0.7% | +18.4% |
| 3Y | +75.1% | +125.2% | -50.1% | +47.7% |
| 5Y | +116.9% | +13.0% | +104.0% | +113.1% |
| All | +116.9% | +12.7% | +104.3% | +113.1% |
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