+12.2%
KEY vs CNH
-14.7%
+26.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.8% |
| 7D | -1.3% | -1.7% | +0.4% | -0.5% |
| 30D | +5.1% | -7.2% | +12.4% | +8.3% |
| 3M | -7.1% | +6.5% | -13.7% | -11.5% |
| 6M | -4.4% | +7.9% | -12.2% | -10.7% |
| YTD | +4.0% | +26.6% | -22.6% | -12.3% |
| 1Y | +23.4% | +13.8% | +9.7% | +9.6% |
| 3Y | +113.9% | +9.2% | +104.7% | +85.0% |
| All | +12.2% | -14.7% | +26.9% | +8.4% |
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 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