+161.6%
KEY vs CNI
+136.1%
+25.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -1.8% | -1.1% | -0.7% | -0.9% |
| 30D | -3.3% | -3.5% | +0.2% | -0.5% |
| 3M | -0.2% | +2.2% | -2.4% | -2.5% |
| 6M | +12.1% | +15.1% | -3.0% | -1.7% |
| YTD | +8.4% | +24.7% | -16.3% | -12.0% |
| 1Y | +17.6% | +33.4% | -15.7% | -10.4% |
| 3Y | +123.3% | +19.5% | +103.8% | +83.3% |
| 5Y | +39.5% | +12.6% | +27.0% | +17.8% |
| All | +161.6% | +136.1% | +25.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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