+5.6%
CVS vs KEYS
+55.9%
-50.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.3% | -6.2% | -12.4% |
| 7D | -11.1% | -14.8% | +3.7% | -11.3% |
| 30D | -7.4% | -25.6% | +18.1% | -7.8% |
| 3M | -22.9% | -16.2% | -6.6% | -23.0% |
| 6M | -1.2% | -18.6% | +17.4% | -1.3% |
| YTD | +3.9% | +40.7% | -36.8% | +3.6% |
| 1Y | +5.6% | +59.6% | -54.1% | +5.1% |
| All | +5.6% | +55.9% | -50.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling