+41.2%
KEY vs CHD
+23.9%
+17.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +2.5% |
| 30D | -3.0% | -4.6% | +1.6% | -2.5% |
| 3M | +3.3% | +5.0% | -1.7% | +2.7% |
| 6M | +9.2% | -3.2% | +12.4% | +9.4% |
| YTD | +10.6% | +18.6% | -8.0% | +8.2% |
| 1Y | +20.4% | +4.8% | +15.6% | +19.3% |
| 3Y | +121.8% | +6.1% | +115.7% | +115.8% |
| All | +41.2% | +23.9% | +17.3% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling