+1,060.1%
KEY vs CGNX
+12,871.6%
-11,811.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.3% |
| 7D | -1.5% | +3.2% | -4.7% | -2.2% |
| 30D | -3.7% | +6.0% | -9.7% | -4.9% |
| 3M | -1.3% | +3.5% | -4.8% | -2.6% |
| 6M | +13.3% | +26.3% | -13.0% | +6.9% |
| YTD | +9.0% | +79.2% | -70.3% | -6.2% |
| 1Y | +18.7% | +43.8% | -25.1% | +6.3% |
| 3Y | +125.3% | +52.0% | +73.3% | +96.3% |
| 5Y | +40.2% | -24.0% | +64.3% | +37.6% |
| 10Y | +170.7% | +189.1% | -18.4% | +102.9% |
| All | +1,060.1% | +12,871.6% | -11,811.5% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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