+20.4%
KEY vs CART
+14.4%
+6.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | -3.0% | +12.6% | -15.6% | -3.6% |
| 3M | +3.3% | +23.1% | -19.8% | +2.2% |
| 6M | +9.2% | +39.5% | -30.3% | +6.8% |
| YTD | +10.6% | +13.5% | -2.9% | +10.5% |
| 1Y | +20.4% | +14.9% | +5.5% | +17.5% |
| All | +20.4% | +14.4% | +6.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling