+113.6%
KEY vs CHD
+181.4%
-67.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +7.2% | +13.5% | -6.2% | +5.4% |
| 3M | -4.9% | +8.1% | -13.1% | -5.9% |
| 6M | +1.1% | +19.9% | -18.8% | -1.4% |
| YTD | +6.8% | +34.0% | -27.2% | +2.6% |
| 1Y | +23.3% | +29.8% | -6.5% | +18.9% |
| 3Y | +126.1% | +28.7% | +97.4% | +115.6% |
| 5Y | +15.2% | +31.8% | -16.6% | +7.9% |
| 10Y | +113.6% | +178.2% | -64.6% | +89.8% |
| All | +113.6% | +181.4% | -67.8% | +89.8% |
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