+115.0%
KEY vs CP
+28.7%
+86.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -2.5% | +6.1% | -8.6% | -5.4% |
| 30D | +4.1% | +9.8% | -5.7% | -0.8% |
| 3M | -8.4% | +2.7% | -11.1% | -9.8% |
| 6M | -2.3% | +12.8% | -15.1% | -8.8% |
| YTD | +4.6% | +28.2% | -23.6% | -9.8% |
| 1Y | +24.6% | +34.1% | -9.6% | +4.5% |
| All | +115.0% | +28.7% | +86.4% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling