+12.5%
KEY vs CF
+114.0%
-101.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | +0.5% | +4.8% | -4.2% | -0.2% |
| 30D | +6.9% | +9.7% | -2.8% | +5.2% |
| 3M | -5.0% | +1.2% | -6.3% | -5.5% |
| 6M | +0.7% | +7.4% | -6.6% | -1.2% |
| YTD | +6.5% | +60.5% | -54.1% | -6.3% |
| 1Y | +22.6% | +50.7% | -28.1% | +9.4% |
| 3Y | +125.3% | +64.8% | +60.5% | +91.1% |
| All | +12.5% | +114.0% | -101.5% | -12.7% |
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