+14.5%
KEY vs CAKE
+173.4%
-159.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.4% |
| 7D | +2.9% | +2.5% | +0.4% | +2.0% |
| 30D | +8.4% | -3.1% | +11.5% | +9.4% |
| 3M | -5.8% | -2.2% | -3.5% | -5.8% |
| 6M | +5.4% | +94.1% | -88.6% | -20.7% |
| YTD | +7.1% | +119.4% | -112.4% | -24.3% |
| 1Y | +26.8% | +141.4% | -114.6% | -14.1% |
| 3Y | +128.7% | +273.6% | -144.9% | +25.5% |
| All | +14.5% | +173.4% | -159.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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