+24.8%
KEY vs CNI
+35.4%
-10.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.8% | +1.0% | +0.7% | +1.4% |
| 30D | +7.1% | +7.5% | -0.3% | +4.8% |
| 3M | -5.9% | +1.7% | -7.6% | -6.6% |
| 6M | +2.2% | +15.4% | -13.2% | -2.4% |
| YTD | +6.4% | +31.5% | -25.1% | -3.0% |
| 1Y | +24.8% | +32.8% | -8.1% | +13.3% |
| All | +24.8% | +35.4% | -10.6% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling