+113.9%
KEY vs CP
+26.5%
+87.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | -1.3% | +2.8% | -4.1% | -2.7% |
| 30D | +5.1% | +10.2% | -5.1% | 0.0% |
| 3M | -7.1% | +2.4% | -9.5% | -8.4% |
| 6M | -4.4% | +7.7% | -12.0% | -8.6% |
| YTD | +4.0% | +26.0% | -22.0% | -9.5% |
| 1Y | +23.4% | +34.6% | -11.2% | +3.2% |
| 3Y | +113.9% | +26.7% | +87.2% | +70.8% |
| All | +113.9% | +26.5% | +87.4% | +70.8% |
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