+1,078.2%
KEY vs CAG
+604.9%
+473.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +2.2% | -3.8% | +6.0% | +3.5% |
| 30D | -3.0% | +3.1% | -6.2% | -4.2% |
| 3M | +3.3% | +23.5% | -20.1% | -4.7% |
| 6M | +9.2% | -14.8% | +24.0% | +14.1% |
| YTD | +10.6% | -5.4% | +16.1% | +10.8% |
| 1Y | +20.4% | -11.8% | +32.2% | +23.2% |
| 3Y | +121.8% | -36.7% | +158.5% | +150.7% |
| 5Y | +41.1% | -40.3% | +81.4% | +61.7% |
| 10Y | +168.5% | -37.0% | +205.5% | +179.9% |
| All | +1,078.2% | +604.9% | +473.3% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling