+93.0%
KEY vs CP
+259.0%
-166.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | +1.8% | +0.9% | +0.9% | +1.1% |
| 30D | +7.1% | +10.3% | -3.2% | -0.7% |
| 3M | -5.9% | +2.3% | -8.2% | -7.9% |
| 6M | +2.2% | +10.7% | -8.5% | -6.4% |
| YTD | +6.4% | +29.3% | -22.9% | -14.6% |
| 1Y | +24.8% | +31.5% | -6.7% | -1.2% |
| 3Y | +125.2% | +36.7% | +88.5% | +67.0% |
| 5Y | +13.0% | +26.8% | -13.8% | -12.5% |
| All | +93.0% | +259.0% | -166.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling