+113.6%
KEY vs CG
+320.1%
-206.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -3.9% | -1.2% |
| 7D | -0.4% | +3.0% | -3.4% | -2.3% |
| 30D | +7.2% | +10.1% | -2.9% | +0.8% |
| 3M | -4.9% | -10.8% | +5.9% | +0.7% |
| 6M | +1.1% | -15.2% | +16.3% | +9.3% |
| YTD | +6.8% | -26.9% | +33.7% | +24.2% |
| 1Y | +23.3% | -17.0% | +40.3% | +32.2% |
| 3Y | +126.1% | +54.6% | +71.4% | +55.8% |
| 5Y | +15.2% | -16.7% | +31.9% | +11.0% |
| 10Y | +113.6% | +320.1% | -206.5% | -18.6% |
| All | +113.6% | +320.1% | -206.5% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling