+146.2%
KEY vs CNI
+6,783.7%
-6,637.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +2.9% | +2.5% | +0.4% | +1.1% |
| 30D | +8.4% | +6.1% | +2.3% | +4.0% |
| 3M | -5.8% | +0.1% | -5.9% | -6.1% |
| 6M | +5.4% | +14.9% | -9.5% | -5.0% |
| YTD | +7.1% | +30.9% | -23.8% | -13.0% |
| 1Y | +26.8% | +33.9% | -7.1% | +1.2% |
| 3Y | +128.7% | +20.2% | +108.5% | +95.0% |
| 5Y | +13.6% | +8.2% | +5.5% | +3.7% |
| 10Y | +99.7% | +142.2% | -42.5% | +7.1% |
| All | +146.2% | +6,783.7% | -6,637.5% | -71.0% |
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