+20.4%
KEY vs CNH
+29.2%
-8.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -0.5% |
| 7D | +2.2% | +23.3% | -21.1% | -1.7% |
| 30D | -3.0% | +33.5% | -36.5% | -8.2% |
| 3M | +3.3% | +32.7% | -29.4% | -2.4% |
| 6M | +9.2% | +22.2% | -13.0% | +4.5% |
| YTD | +10.6% | +57.7% | -47.0% | -0.9% |
| 1Y | +20.4% | +28.0% | -7.6% | +12.0% |
| All | +20.4% | +29.2% | -8.8% | +12.0% |
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