+113.6%
KEY vs CNH
+134.0%
-20.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.9% | -8.2% | -3.5% |
| 7D | -0.4% | +8.6% | -8.9% | -5.3% |
| 30D | +7.2% | +12.6% | -5.3% | -0.6% |
| 3M | -4.9% | +17.5% | -22.4% | -15.8% |
| 6M | +1.1% | +18.1% | -17.0% | -12.5% |
| YTD | +6.8% | +40.4% | -33.6% | -18.8% |
| 1Y | +23.3% | +34.0% | -10.7% | -3.9% |
| 3Y | +126.1% | +35.3% | +90.8% | +65.2% |
| 5Y | +15.2% | -5.1% | +20.3% | +2.7% |
| 10Y | +113.6% | +124.0% | -10.4% | +10.4% |
| All | +113.6% | +134.0% | -20.4% | +10.4% |
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