+63.9%
CTVA vs KEY
+106.2%
-42.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | -17.6% | +5.1% | -22.8% | -18.8% |
| 3M | +3.4% | -7.1% | +10.5% | +5.4% |
| 6M | -2.6% | -4.4% | +1.8% | -1.6% |
| YTD | +19.1% | +4.0% | +15.1% | +16.9% |
| 1Y | +26.8% | +23.4% | +3.4% | +17.9% |
| 3Y | +63.9% | +113.9% | -50.0% | +23.1% |
| All | +63.9% | +106.2% | -42.4% | +23.1% |
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 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