+42.1%
CVX vs KEY
+122.6%
-80.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.3% | +2.2% | +1.1% | +2.9% |
| 30D | +12.9% | -3.0% | +15.9% | +13.5% |
| 3M | +11.7% | +3.3% | +8.4% | +10.7% |
| 6M | +14.1% | +9.2% | +5.0% | +11.4% |
| YTD | +40.7% | +10.6% | +30.0% | +36.4% |
| 1Y | +37.5% | +20.4% | +17.1% | +30.2% |
| All | +42.1% | +122.6% | -80.5% | +14.7% |
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