+113.9%
KEY vs CG
+47.3%
+66.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | +5.1% | +5.0% | +0.1% | +2.3% |
| 3M | -7.1% | -18.2% | +11.1% | +1.9% |
| 6M | -4.4% | -20.7% | +16.3% | +5.9% |
| YTD | +4.0% | -31.4% | +35.4% | +22.9% |
| 1Y | +23.4% | -22.3% | +45.7% | +35.4% |
| 3Y | +113.9% | +50.2% | +63.7% | +21.4% |
| All | +113.9% | +47.3% | +66.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling