+23.4%
KEY vs CP
+32.2%
-8.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -1.3% | +2.8% | -4.1% | -2.2% |
| 30D | +5.1% | +10.2% | -5.1% | +1.6% |
| 3M | -7.1% | +2.4% | -9.5% | -8.0% |
| 6M | -4.4% | +7.7% | -12.0% | -7.3% |
| YTD | +4.0% | +26.0% | -22.0% | -5.7% |
| 1Y | +23.4% | +34.6% | -11.2% | +6.4% |
| All | +23.4% | +32.2% | -8.8% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling