+41.2%
KEY vs CNH
+11.5%
+29.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -1.6% |
| 7D | +2.2% | +23.3% | -21.1% | -7.6% |
| 30D | -3.0% | +33.5% | -36.5% | -16.0% |
| 3M | +3.3% | +32.7% | -29.4% | -11.1% |
| 6M | +9.2% | +22.2% | -13.0% | -3.2% |
| YTD | +10.6% | +57.7% | -47.0% | -15.1% |
| 1Y | +20.4% | +28.0% | -7.6% | +2.8% |
| 3Y | +121.8% | +11.5% | +110.3% | +97.6% |
| All | +41.2% | +11.5% | +29.7% | +19.5% |
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