+1,037.3%
KEY vs CHD
+11,557.1%
-10,519.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +7.2% | +13.5% | -6.2% | +3.2% |
| 3M | -4.9% | +8.1% | -13.1% | -7.2% |
| 6M | +1.1% | +19.9% | -18.8% | -4.6% |
| YTD | +6.8% | +34.0% | -27.2% | -2.9% |
| 1Y | +23.3% | +29.8% | -6.5% | +13.2% |
| 3Y | +126.1% | +28.7% | +97.4% | +104.3% |
| 5Y | +15.2% | +31.8% | -16.6% | +1.8% |
| 10Y | +113.6% | +178.2% | -64.6% | +40.4% |
| All | +1,037.3% | +11,557.1% | -10,519.9% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling