+365.4%
KEY vs CG
+351.2%
+14.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +2.2% | -4.3% | +6.5% | +4.6% |
| 30D | -3.0% | -5.1% | +2.1% | -0.7% |
| 3M | +3.3% | +8.7% | -5.3% | -2.1% |
| 6M | +9.2% | -9.2% | +18.4% | +13.0% |
| YTD | +10.6% | -18.9% | +29.5% | +20.5% |
| 1Y | +20.4% | -25.6% | +46.0% | +36.6% |
| 3Y | +121.8% | +57.3% | +64.6% | +63.0% |
| 5Y | +41.1% | +10.2% | +31.0% | +18.9% |
| 10Y | +168.5% | +364.2% | -195.7% | +20.7% |
| All | +365.4% | +351.2% | +14.2% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling