+154.5%
KEY vs CNI
+6,541.6%
-6,387.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.2% | -2.1% | +4.3% | +3.7% |
| 30D | -3.0% | -3.3% | +0.2% | -0.8% |
| 3M | +3.3% | +3.8% | -0.5% | +0.2% |
| 6M | +9.2% | +12.7% | -3.5% | -0.6% |
| YTD | +10.6% | +26.3% | -15.6% | -7.7% |
| 1Y | +20.4% | +29.9% | -9.5% | -1.9% |
| 3Y | +121.8% | +15.9% | +105.9% | +94.2% |
| 5Y | +41.1% | +6.9% | +34.2% | +29.5% |
| 10Y | +168.5% | +126.8% | +41.7% | +50.4% |
| All | +154.5% | +6,541.6% | -6,387.1% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling