+1,078.2%
KEY vs CP
+7,669.4%
-6,591.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +2.2% | -2.7% | +4.9% | +3.7% |
| 30D | -3.0% | +0.2% | -3.2% | -3.2% |
| 3M | +3.3% | +2.6% | +0.8% | +1.5% |
| 6M | +9.2% | +6.0% | +3.2% | +5.0% |
| YTD | +10.6% | +24.9% | -14.3% | -3.2% |
| 1Y | +20.4% | +20.1% | +0.3% | +7.4% |
| 3Y | +121.8% | +16.4% | +105.5% | +99.5% |
| 5Y | +41.1% | +31.7% | +9.4% | +18.0% |
| 10Y | +168.5% | +223.9% | -55.3% | +43.5% |
| All | +1,078.2% | +7,669.4% | -6,591.3% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling