+115.0%
KEY vs CART
+111.7%
+3.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | -2.5% | +1.2% | -3.7% | -2.6% |
| 30D | +4.1% | +27.1% | -23.0% | +0.4% |
| 3M | -8.4% | +27.4% | -35.8% | -11.9% |
| 6M | -2.3% | +32.1% | -34.4% | -6.9% |
| YTD | +4.6% | +28.5% | -23.9% | -0.2% |
| 1Y | +24.6% | +58.8% | -34.3% | +14.0% |
| All | +115.0% | +111.7% | +3.4% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling