+123.6%
KEY vs CF
+73.9%
+49.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | +2.2% | +6.0% | -3.8% | +1.8% |
| 30D | -3.0% | +14.8% | -17.9% | -4.0% |
| 3M | +3.3% | +14.1% | -10.7% | +2.2% |
| 6M | +9.2% | +28.5% | -19.3% | +4.6% |
| YTD | +10.6% | +74.9% | -64.3% | -0.2% |
| 1Y | +20.4% | +61.7% | -41.3% | +10.0% |
| All | +123.6% | +73.9% | +49.7% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling