+128.5%
KEY vs CNI
+21.8%
+106.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | -0.5% | -1.1% | +0.6% | +0.1% |
| 30D | +6.7% | +7.6% | -0.9% | +2.5% |
| 3M | -4.6% | +1.6% | -6.2% | -5.5% |
| 6M | +2.6% | +16.6% | -14.0% | -6.4% |
| YTD | +7.0% | +31.3% | -24.3% | -10.2% |
| 1Y | +23.5% | +35.2% | -11.8% | +1.4% |
| All | +128.5% | +21.8% | +106.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling