+198.6%
CVX vs KEY
+121.9%
+76.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -1.9% |
| 7D | -7.5% | -0.4% | -7.1% | -7.4% |
| 30D | -0.6% | +7.2% | -7.8% | -3.4% |
| 3M | +14.0% | -4.9% | +18.9% | +15.8% |
| 6M | +18.1% | +1.1% | +17.1% | +16.6% |
| YTD | +42.2% | +6.8% | +35.4% | +36.2% |
| 1Y | +41.3% | +23.3% | +18.0% | +27.4% |
| 3Y | +68.3% | +126.1% | -57.7% | +12.3% |
| 5Y | +122.0% | +15.2% | +106.8% | +85.4% |
| 10Y | +198.6% | +113.6% | +85.0% | +71.0% |
| All | +198.6% | +121.9% | +76.7% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling