+1,007.5%
KEY vs CAG
+602.0%
+405.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -1.3% | +5.8% | -7.1% | -3.3% |
| 30D | +5.1% | +16.4% | -11.2% | -0.5% |
| 3M | -7.1% | +3.8% | -10.9% | -8.9% |
| 6M | -4.4% | +10.8% | -15.2% | -9.0% |
| YTD | +4.0% | -5.8% | +9.8% | +3.9% |
| 1Y | +23.4% | -2.4% | +25.8% | +21.6% |
| 3Y | +113.9% | -33.4% | +147.3% | +136.3% |
| 5Y | +12.3% | -39.4% | +51.8% | +27.4% |
| 10Y | +125.5% | -37.5% | +163.0% | +135.2% |
| All | +1,007.5% | +602.0% | +405.5% | +430.1% |
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