+94.2%
KEY vs CHD
+196.1%
-101.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +2.9% | +3.6% | -0.7% | +2.4% |
| 30D | +8.4% | +10.4% | -2.0% | +7.0% |
| 3M | -5.8% | +12.2% | -17.9% | -7.2% |
| 6M | +5.4% | +19.9% | -14.5% | +2.8% |
| YTD | +7.1% | +36.4% | -29.4% | +2.5% |
| 1Y | +26.8% | +35.1% | -8.3% | +21.5% |
| 3Y | +128.7% | +29.2% | +99.5% | +117.8% |
| 5Y | +13.6% | +33.4% | -19.7% | +6.1% |
| All | +94.2% | +196.1% | -101.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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