+41.2%
KEY vs CAG
-40.1%
+81.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +2.2% | -3.8% | +6.0% | +3.0% |
| 30D | -3.0% | +3.1% | -6.2% | -3.8% |
| 3M | +3.3% | +23.5% | -20.1% | -1.9% |
| 6M | +9.2% | -14.8% | +24.0% | +13.1% |
| YTD | +10.6% | -5.4% | +16.1% | +10.9% |
| 1Y | +20.4% | -11.8% | +32.2% | +22.8% |
| 3Y | +121.8% | -36.7% | +158.5% | +143.1% |
| All | +41.2% | -40.1% | +81.3% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling