+93.0%
KEY vs CNH
+107.0%
-14.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.9% |
| 7D | +1.8% | +6.4% | -4.6% | -2.3% |
| 30D | +7.1% | -1.6% | +8.8% | +7.3% |
| 3M | -5.9% | +11.6% | -17.5% | -14.3% |
| 6M | +2.2% | +12.5% | -10.3% | -9.3% |
| YTD | +6.4% | +31.1% | -24.7% | -16.0% |
| 1Y | +24.8% | +17.0% | +7.8% | +5.6% |
| 3Y | +125.2% | +28.7% | +96.5% | +68.7% |
| 5Y | +13.0% | -17.4% | +30.4% | +10.0% |
| All | +93.0% | +107.0% | -14.0% | +2.9% |
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