+33.7%
KEY vs CF
+5,948.3%
-5,914.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.4% |
| 7D | +2.2% | +6.0% | -3.8% | +0.1% |
| 30D | -3.0% | +14.8% | -17.9% | -7.8% |
| 3M | +3.3% | +14.1% | -10.7% | -2.1% |
| 6M | +9.2% | +28.5% | -19.3% | -3.4% |
| YTD | +10.6% | +74.9% | -64.3% | -12.6% |
| 1Y | +20.4% | +61.7% | -41.3% | -2.6% |
| 3Y | +121.8% | +80.3% | +41.5% | +66.9% |
| 5Y | +41.1% | +226.0% | -184.8% | -19.5% |
| 10Y | +168.5% | +569.9% | -401.3% | +16.7% |
| All | +33.7% | +5,948.3% | -5,914.6% | -68.1% |
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 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