+216.7%
CTVA vs KEYS
+356.7%
-140.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.9% |
| 7D | -4.5% | +3.5% | -8.0% | -5.6% |
| 30D | +11.3% | -4.5% | +15.8% | +12.5% |
| 3M | +12.3% | -0.4% | +12.7% | +11.0% |
| 6M | +7.2% | +19.1% | -12.0% | -1.0% |
| YTD | +26.0% | +66.7% | -40.7% | +2.1% |
| 1Y | +16.0% | +96.5% | -80.4% | -12.1% |
| 3Y | +73.9% | +155.2% | -81.2% | +15.5% |
| 5Y | +103.8% | +88.0% | +15.8% | +47.1% |
| All | +216.7% | +356.7% | -140.0% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling