+26.4%
KEY vs CF
+5,277.9%
-5,251.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -4.8% |
| 7D | -2.5% | +0.4% | -2.9% | -2.9% |
| 30D | +4.1% | +2.2% | +1.9% | +2.9% |
| 3M | -8.4% | +2.1% | -10.5% | -9.9% |
| 6M | -2.3% | -6.5% | +4.3% | -2.1% |
| YTD | +4.6% | +55.6% | -51.0% | -14.6% |
| 1Y | +24.6% | +42.3% | -17.7% | +4.8% |
| 3Y | +112.8% | +55.7% | +57.0% | +67.4% |
| 5Y | +12.9% | +122.4% | -109.5% | -26.3% |
| 10Y | +126.7% | +568.5% | -441.9% | -1.2% |
| All | +26.4% | +5,277.9% | -5,251.6% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling