+40.3%
KEY vs CAI
-9.5%
+49.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | 0.0% |
| 7D | +0.5% | -25.6% | +26.1% | +2.3% |
| 30D | +6.9% | -17.7% | +24.6% | +8.0% |
| 3M | -5.0% | +4.4% | -9.4% | -5.6% |
| 6M | +0.7% | +51.3% | -50.5% | -3.2% |
| YTD | +6.5% | -9.5% | +15.9% | +4.9% |
| 1Y | +22.6% | -1.5% | +24.1% | +20.1% |
| All | +40.3% | -9.5% | +49.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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