+29.6%
KEY vs CNH
+15.2%
+14.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.7% | +6.5% | -4.8% | +0.6% |
| 30D | +6.8% | -12.0% | +18.7% | +9.0% |
| 3M | -5.8% | +4.4% | -10.2% | -6.7% |
| 6M | +1.4% | +15.7% | -14.2% | -2.4% |
| YTD | +7.5% | +28.2% | -20.7% | +1.0% |
| 1Y | +29.6% | +14.8% | +14.8% | +23.0% |
| All | +29.6% | +15.2% | +14.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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