+105.3%
KEY vs CHD
+180.1%
-74.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.5% | +2.4% | -1.9% | +0.2% |
| 30D | +6.9% | +13.9% | -7.1% | +5.0% |
| 3M | -5.0% | +8.5% | -13.5% | -6.1% |
| 6M | +0.7% | +20.4% | -19.6% | -1.8% |
| YTD | +6.5% | +34.5% | -28.1% | +2.1% |
| 1Y | +22.6% | +33.8% | -11.1% | +17.6% |
| 3Y | +125.3% | +29.1% | +96.2% | +114.5% |
| 5Y | +13.9% | +31.2% | -17.3% | +6.6% |
| 10Y | +105.3% | +193.1% | -87.8% | +79.0% |
| All | +105.3% | +180.1% | -74.8% | +79.0% |
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