+683.1%
CTAS vs KEYS
+1,049.9%
-366.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.4% | +0.3% |
| 7D | +0.5% | +3.5% | -3.0% | -0.6% |
| 30D | -0.7% | -4.5% | +3.7% | +0.4% |
| 3M | +11.1% | -0.4% | +11.5% | +9.4% |
| 6M | +2.1% | +19.1% | -17.0% | -6.5% |
| YTD | +8.0% | +66.7% | -58.7% | -14.6% |
| 1Y | -0.5% | +96.5% | -96.9% | -26.8% |
| 3Y | +66.2% | +155.2% | -88.9% | +5.5% |
| 5Y | +109.2% | +88.0% | +21.2% | +48.0% |
| All | +683.1% | +1,049.9% | -366.7% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling