+12.9%
KEY vs CF
+125.5%
-112.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -3.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | +4.1% | +2.2% | +1.9% | +3.6% |
| 3M | -8.4% | +2.1% | -10.5% | -9.0% |
| 6M | -2.3% | -6.5% | +4.3% | -2.0% |
| YTD | +4.6% | +55.6% | -51.0% | -7.5% |
| 1Y | +24.6% | +42.3% | -17.7% | +12.3% |
| 3Y | +112.8% | +55.7% | +57.0% | +82.6% |
| 5Y | +12.9% | +122.4% | -109.5% | -13.3% |
| All | +12.9% | +125.5% | -112.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling