+160.4%
KEY vs CFG
+396.4%
-236.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.2% | +1.5% | +0.7% | +0.8% |
| 30D | -3.0% | -3.8% | +0.8% | +0.6% |
| 3M | +3.3% | +11.5% | -8.2% | -7.0% |
| 6M | +9.2% | +19.2% | -10.0% | -7.8% |
| YTD | +10.6% | +23.7% | -13.1% | -10.0% |
| 1Y | +20.4% | +38.8% | -18.5% | -12.4% |
| 3Y | +121.8% | +178.9% | -57.1% | -17.1% |
| 5Y | +41.1% | +101.8% | -60.7% | -26.8% |
| 10Y | +168.5% | +317.3% | -148.7% | -27.6% |
| All | +160.4% | +396.4% | -236.0% | -37.5% |
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