+144.7%
KEY vs CNI
+6,816.2%
-6,671.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.8% | +1.0% | +0.7% | +1.0% |
| 30D | +7.1% | +7.5% | -0.3% | +1.8% |
| 3M | -5.9% | +1.7% | -7.6% | -7.2% |
| 6M | +2.2% | +15.4% | -13.2% | -8.2% |
| YTD | +6.4% | +31.5% | -25.1% | -13.8% |
| 1Y | +24.8% | +32.8% | -8.1% | +0.2% |
| 3Y | +125.2% | +21.7% | +103.6% | +90.4% |
| 5Y | +13.0% | +8.7% | +4.3% | +2.8% |
| 10Y | +98.5% | +143.3% | -44.9% | +6.1% |
| All | +144.7% | +6,816.2% | -6,671.5% | -71.3% |
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 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