+13.9%
KEY vs CNH
-9.2%
+23.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.0% | +1.6% |
| 7D | +0.5% | +4.5% | -4.0% | -1.7% |
| 30D | +6.9% | +7.6% | -0.8% | +2.8% |
| 3M | -5.0% | +17.0% | -22.0% | -13.5% |
| 6M | +0.7% | +12.9% | -12.2% | -8.0% |
| YTD | +6.5% | +34.3% | -27.8% | -12.8% |
| 1Y | +22.6% | +28.5% | -5.9% | +2.4% |
| 3Y | +125.3% | +31.9% | +93.5% | +76.0% |
| 5Y | +13.9% | -9.6% | +23.5% | +6.7% |
| All | +13.9% | -9.2% | +23.2% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling