+1,078.2%
KEY vs CHD
+10,220.8%
-9,142.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +3.0% |
| 30D | -3.0% | -4.6% | +1.6% | -1.7% |
| 3M | +3.3% | +5.0% | -1.7% | +1.6% |
| 6M | +9.2% | -3.2% | +12.4% | +9.9% |
| YTD | +10.6% | +18.6% | -8.0% | +4.5% |
| 1Y | +20.4% | +4.8% | +15.6% | +17.7% |
| 3Y | +121.8% | +6.1% | +115.7% | +112.4% |
| 5Y | +41.1% | +24.0% | +17.2% | +26.9% |
| 10Y | +168.5% | +124.5% | +44.1% | +88.9% |
| All | +1,078.2% | +10,220.8% | -9,142.7% | +229.2% |
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