+15.2%
KEY vs CFG
+68.3%
-53.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | -0.2% |
| 7D | -0.4% | +0.3% | -0.6% | -0.7% |
| 30D | +7.2% | +3.2% | +4.0% | +3.9% |
| 3M | -4.9% | -9.7% | +4.8% | +5.1% |
| 6M | +1.1% | +3.6% | -2.6% | -3.0% |
| YTD | +6.8% | +14.7% | -7.9% | -7.9% |
| 1Y | +23.3% | +29.6% | -6.3% | -6.2% |
| 3Y | +126.1% | +190.6% | -64.5% | -27.7% |
| 5Y | +15.2% | +67.1% | -51.9% | -34.3% |
| All | +15.2% | +68.3% | -53.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling