+18.4%
KEY vs CHD
+2.2%
+16.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -0.3% | -4.2% | +3.8% | +0.3% |
| 30D | -3.3% | -7.6% | +4.3% | -2.1% |
| 3M | -0.7% | -1.6% | +0.9% | -0.5% |
| 6M | +12.5% | -6.3% | +18.8% | +13.0% |
| YTD | +8.4% | +14.6% | -6.2% | +5.7% |
| 1Y | +18.4% | +1.6% | +16.9% | +15.9% |
| All | +18.4% | +2.2% | +16.3% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling