+172.4%
KEY vs CG
+362.4%
-190.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +2.2% | -4.3% | +6.5% | +4.9% |
| 30D | -3.0% | -5.1% | +2.1% | -0.5% |
| 3M | +3.3% | +8.7% | -5.3% | -2.9% |
| 6M | +9.2% | -9.2% | +18.4% | +13.3% |
| YTD | +10.6% | -18.9% | +29.5% | +21.6% |
| 1Y | +20.4% | -25.6% | +46.0% | +38.6% |
| 3Y | +121.8% | +57.3% | +64.6% | +52.9% |
| 5Y | +41.1% | +10.2% | +31.0% | +13.8% |
| All | +172.4% | +362.4% | -190.0% | -2.0% |
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