+119.0%
KEY vs CF
+557.2%
-438.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -5.1% |
| 7D | -2.5% | +0.4% | -2.9% | -3.0% |
| 30D | +4.1% | +2.2% | +1.9% | +2.7% |
| 3M | -8.4% | +2.1% | -10.5% | -10.2% |
| 6M | -2.3% | -6.5% | +4.3% | -2.1% |
| YTD | +4.6% | +55.6% | -51.0% | -18.8% |
| 1Y | +24.6% | +42.3% | -17.7% | +0.4% |
| 3Y | +112.8% | +55.7% | +57.0% | +56.4% |
| 5Y | +12.9% | +122.4% | -109.5% | -38.7% |
| All | +119.0% | +557.2% | -438.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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