+169.3%
KEY vs CAG
-35.6%
+204.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.3% | -6.6% | +6.3% | +1.1% |
| 30D | -3.3% | +2.3% | -5.6% | -3.8% |
| 3M | -0.7% | +16.3% | -17.0% | -4.2% |
| 6M | +12.5% | -16.0% | +28.6% | +16.2% |
| YTD | +8.4% | -7.7% | +16.1% | +9.2% |
| 1Y | +18.4% | -16.0% | +34.5% | +21.7% |
| 3Y | +123.3% | -37.7% | +161.0% | +142.4% |
| 5Y | +38.8% | -41.2% | +80.0% | +52.7% |
| 10Y | +169.3% | -33.8% | +203.1% | +185.4% |
| All | +169.3% | -35.6% | +204.9% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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