+93.0%
KEY vs CFG
+214.3%
-121.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +1.8% | +1.6% | +0.2% | +0.2% |
| 30D | +7.1% | +3.3% | +3.9% | +3.9% |
| 3M | -5.9% | -11.5% | +5.6% | +5.6% |
| 6M | +2.2% | +6.2% | -4.0% | -3.9% |
| YTD | +6.4% | +14.3% | -7.9% | -7.1% |
| 1Y | +24.8% | +26.7% | -2.0% | -1.5% |
| 3Y | +125.2% | +187.8% | -62.5% | -19.9% |
| 5Y | +13.0% | +61.3% | -48.3% | -28.7% |
| All | +93.0% | +214.3% | -121.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling