+125.6%
CVX vs KEY
+11.7%
+114.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -9.7% | -1.3% | -8.4% | -9.5% |
| 30D | +3.6% | +5.1% | -1.5% | +2.5% |
| 3M | +13.3% | -7.1% | +20.4% | +14.9% |
| 6M | +16.9% | -4.4% | +21.3% | +17.5% |
| YTD | +43.4% | +4.0% | +39.4% | +41.0% |
| 1Y | +44.5% | +23.4% | +21.1% | +36.6% |
| 3Y | +64.0% | +113.9% | -49.9% | +36.3% |
| All | +125.6% | +11.7% | +114.0% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling