+24.8%
KEY vs CHD
+32.9%
-8.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +7.1% | +11.6% | -4.5% | +5.0% |
| 3M | -5.9% | +10.7% | -16.6% | -7.7% |
| 6M | +2.2% | +20.2% | -18.0% | -1.1% |
| YTD | +6.4% | +34.5% | -28.1% | -1.3% |
| 1Y | +24.8% | +32.6% | -7.8% | +16.5% |
| All | +24.8% | +32.9% | -8.2% | +16.5% |
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