+14.5%
KEY vs CG
-23.0%
+37.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.7% |
| 30D | +8.4% | +11.2% | -2.7% | +2.1% |
| 3M | -5.8% | -22.1% | +16.3% | +6.7% |
| 6M | +5.4% | -17.9% | +23.4% | +15.0% |
| YTD | +7.1% | -31.3% | +38.4% | +26.9% |
| 1Y | +26.8% | -24.0% | +50.8% | +41.8% |
| 3Y | +128.7% | +45.0% | +83.7% | +69.0% |
| All | +14.5% | -23.0% | +37.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling