+20.4%
KEY vs CG
-24.3%
+44.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +2.2% | -4.3% | +6.5% | +3.7% |
| 30D | -3.0% | -5.1% | +2.1% | -1.5% |
| 3M | +3.3% | +8.7% | -5.3% | -0.3% |
| 6M | +9.2% | -9.2% | +18.4% | +12.2% |
| YTD | +10.6% | -18.9% | +29.5% | +17.6% |
| 1Y | +20.4% | -25.6% | +46.0% | +29.6% |
| All | +20.4% | -24.3% | +44.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling