+40.7%
KEY vs CAI
-5.3%
+46.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +2.6% |
| 7D | -0.4% | -20.3% | +20.0% | +0.9% |
| 30D | +7.2% | -13.9% | +21.1% | +8.1% |
| 3M | -4.9% | +12.4% | -17.4% | -5.9% |
| 6M | +1.1% | +58.3% | -57.3% | -3.2% |
| YTD | +6.8% | -5.2% | +12.0% | +4.9% |
| 1Y | +23.3% | -0.2% | +23.4% | +20.6% |
| All | +40.7% | -5.3% | +46.0% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling