+32.1%
CVS vs KEY
+106.2%
-74.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | -4.0% | +5.1% | -9.1% | -5.2% |
| 3M | -12.2% | -7.1% | -5.1% | -11.0% |
| 6M | -2.2% | -4.4% | +2.2% | -1.5% |
| YTD | +8.9% | +4.0% | +4.9% | +7.3% |
| 1Y | +9.9% | +23.4% | -13.5% | +4.0% |
| 3Y | +32.1% | +113.9% | -81.8% | +17.0% |
| All | +32.1% | +106.2% | -74.1% | +17.0% |
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