+219.4%
CVX vs KEYS
+1,113.8%
-894.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.4% |
| 7D | +2.6% | +3.5% | -0.9% | +1.7% |
| 30D | +9.8% | -4.5% | +14.3% | +10.9% |
| 3M | +16.2% | -0.4% | +16.6% | +15.1% |
| 6M | +13.6% | +19.1% | -5.5% | +5.9% |
| YTD | +44.4% | +66.7% | -22.3% | +19.9% |
| 1Y | +40.6% | +96.5% | -55.9% | +10.0% |
| 3Y | +48.2% | +155.2% | -107.0% | +3.3% |
| 5Y | +172.3% | +88.0% | +84.3% | +104.3% |
| 10Y | +222.3% | +1,046.8% | -824.5% | +33.4% |
| All | +219.4% | +1,113.8% | -894.4% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling