+137.3%
CTVA vs KEY
+84.0%
+53.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -20.8% | +2.9% | -23.7% | -21.5% |
| 30D | -29.6% | +8.4% | -38.1% | -31.6% |
| 3M | -16.9% | -5.8% | -11.1% | -15.3% |
| 6M | -24.3% | +5.4% | -29.7% | -26.0% |
| YTD | -5.6% | +7.1% | -12.7% | -8.7% |
| 1Y | -4.2% | +26.8% | -31.0% | -12.8% |
| 3Y | +43.3% | +128.7% | -85.4% | +1.6% |
| 5Y | +35.7% | +13.6% | +22.1% | +19.2% |
| All | +137.3% | +84.0% | +53.2% | +52.0% |
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