+93.0%
KEY vs CG
+274.5%
-181.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +2.0% |
| 7D | +1.8% | -1.5% | +3.3% | +2.5% |
| 30D | +7.1% | +5.7% | +1.4% | +3.1% |
| 3M | -5.9% | -17.9% | +12.0% | +4.4% |
| 6M | +2.2% | -20.2% | +22.4% | +14.4% |
| YTD | +6.4% | -32.0% | +38.4% | +28.9% |
| 1Y | +24.8% | -27.0% | +51.8% | +44.4% |
| 3Y | +125.2% | +42.8% | +82.5% | +62.7% |
| 5Y | +13.0% | -23.4% | +36.4% | +14.5% |
| All | +93.0% | +274.5% | -181.5% | -19.0% |
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