+146.1%
KEY vs CFG
+351.2%
-205.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | +0.2% |
| 7D | -2.5% | -2.2% | -0.3% | -0.5% |
| 30D | +4.1% | +0.4% | +3.7% | +3.7% |
| 3M | -8.4% | -12.6% | +4.2% | +3.8% |
| 6M | -2.3% | +0.6% | -2.9% | -3.2% |
| YTD | +4.6% | +12.4% | -7.9% | -7.1% |
| 1Y | +24.6% | +27.7% | -3.1% | -1.9% |
| 3Y | +112.8% | +172.4% | -59.6% | -18.7% |
| 5Y | +12.9% | +64.0% | -51.0% | -28.9% |
| 10Y | +126.7% | +252.8% | -126.2% | -29.2% |
| All | +146.1% | +351.2% | -205.1% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling