+231.7%
CTVA vs KEY
+90.2%
+141.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +4.9% | +2.2% | +2.7% | +4.1% |
| 30D | +11.9% | -3.0% | +14.9% | +13.1% |
| 3M | +13.7% | +3.3% | +10.3% | +12.1% |
| 6M | +13.1% | +9.2% | +3.9% | +9.1% |
| YTD | +32.0% | +10.6% | +21.3% | +26.3% |
| 1Y | +22.1% | +20.4% | +1.7% | +13.1% |
| 3Y | +77.5% | +121.8% | -44.4% | +27.0% |
| 5Y | +106.3% | +41.1% | +65.2% | +64.6% |
| All | +231.7% | +90.2% | +141.5% | +110.1% |
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 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