+135.5%
KEY vs CAG
-36.4%
+171.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +2.2% | -3.8% | +6.0% | +2.6% |
| 30D | -3.0% | +3.1% | -6.2% | -3.4% |
| 3M | +3.3% | +23.5% | -20.1% | +0.6% |
| 6M | +9.2% | -14.8% | +24.0% | +11.3% |
| YTD | +10.6% | -5.4% | +16.1% | +10.6% |
| 1Y | +20.4% | -11.8% | +32.2% | +21.6% |
| All | +135.5% | -36.4% | +171.8% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling