+16.2%
CVS vs KEY
+25.9%
-9.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +6.6% | +2.9% | +3.6% | +6.2% |
| 30D | -0.4% | +8.4% | -8.9% | -1.9% |
| 3M | -5.3% | -5.8% | +0.5% | -4.7% |
| 6M | -7.7% | +5.4% | -13.2% | -8.1% |
| YTD | +16.0% | +7.1% | +9.0% | +13.4% |
| 1Y | +16.2% | +26.8% | -10.6% | +7.9% |
| All | +16.2% | +25.9% | -9.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling