+83.0%
CTVA vs KEY
+132.7%
-49.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | +11.9% | -3.0% | +14.9% | +12.8% |
| 3M | +13.7% | +3.3% | +10.3% | +12.4% |
| 6M | +13.1% | +9.2% | +3.9% | +9.9% |
| YTD | +32.0% | +10.6% | +21.3% | +27.3% |
| 1Y | +22.1% | +20.4% | +1.7% | +14.5% |
| All | +83.0% | +132.7% | -49.7% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling