+54.4%
CVS vs KEYS
+154.3%
-99.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.0% |
| 7D | -2.2% | +3.5% | -5.6% | -2.4% |
| 30D | -0.1% | -4.5% | +4.4% | +0.3% |
| 3M | -5.2% | -0.4% | -4.8% | -5.4% |
| 6M | +26.9% | +19.1% | +7.8% | +24.3% |
| YTD | +22.1% | +66.7% | -44.6% | +14.9% |
| 1Y | +30.8% | +96.5% | -65.7% | +20.0% |
| 3Y | +54.4% | +155.2% | -100.8% | +27.6% |
| All | +54.4% | +154.3% | -99.9% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling