+94.2%
KEY vs CNH
+106.0%
-11.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +2.9% | +3.0% | -0.1% | +0.7% |
| 30D | +8.4% | -0.6% | +9.0% | +8.0% |
| 3M | -5.8% | +14.6% | -20.4% | -15.5% |
| 6M | +5.4% | +11.8% | -6.3% | -6.0% |
| YTD | +7.1% | +30.4% | -23.4% | -15.2% |
| 1Y | +26.8% | +19.1% | +7.7% | +6.1% |
| 3Y | +128.7% | +30.2% | +98.5% | +70.0% |
| 5Y | +13.6% | -17.8% | +31.5% | +11.0% |
| All | +94.2% | +106.0% | -11.8% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling