+161.6%
KEY vs CHD
+128.6%
+33.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -0.3% | -4.2% | +3.8% | +0.2% |
| 30D | -3.3% | -7.6% | +4.3% | -2.3% |
| 3M | -0.7% | -1.6% | +0.9% | -0.6% |
| 6M | +12.5% | -6.3% | +18.8% | +13.3% |
| YTD | +8.4% | +14.6% | -6.2% | +6.3% |
| 1Y | +18.4% | +1.6% | +16.9% | +17.8% |
| 3Y | +123.3% | +3.1% | +120.2% | +119.6% |
| 5Y | +38.8% | +21.1% | +17.7% | +31.6% |
| All | +161.6% | +128.6% | +33.0% | +133.1% |
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