+99.5%
KEY vs CP
+251.7%
-152.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | -0.7% | +0.2% | 0.0% |
| 30D | +6.7% | +9.6% | -2.9% | -0.6% |
| 3M | -4.6% | +2.2% | -6.8% | -6.6% |
| 6M | +2.6% | +11.1% | -8.5% | -6.3% |
| YTD | +7.0% | +28.2% | -21.2% | -13.6% |
| 1Y | +23.5% | +32.2% | -8.7% | -2.7% |
| 3Y | +126.4% | +35.5% | +90.9% | +69.0% |
| 5Y | +13.0% | +26.8% | -13.8% | -12.5% |
| 10Y | +99.5% | +256.9% | -157.4% | -23.4% |
| All | +99.5% | +251.7% | -152.2% | -23.4% |
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