+23,259.7%
CTAS vs KEY
+1,050.5%
+22,209.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | +2.2% | -4.0% | -2.4% |
| 30D | -0.2% | -3.0% | +2.8% | +0.5% |
| 3M | +11.7% | +3.3% | +8.4% | +10.5% |
| 6M | +0.7% | +9.2% | -8.5% | -1.9% |
| YTD | +7.4% | +10.6% | -3.2% | +4.0% |
| 1Y | -2.1% | +20.4% | -22.5% | -7.5% |
| 3Y | +62.9% | +121.8% | -58.9% | +26.7% |
| 5Y | +111.9% | +41.1% | +70.8% | +77.5% |
| 10Y | +652.2% | +168.5% | +483.7% | +402.9% |
| All | +23,259.7% | +1,050.5% | +22,209.2% | +8,728.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling