+1,013.4%
KEY vs CP
+7,870.0%
-6,856.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -2.5% | +6.1% | -8.6% | -5.6% |
| 30D | +4.1% | +9.8% | -5.7% | -1.2% |
| 3M | -8.4% | +2.7% | -11.1% | -9.9% |
| 6M | -2.3% | +12.8% | -15.1% | -9.1% |
| YTD | +4.6% | +28.2% | -23.6% | -10.0% |
| 1Y | +24.6% | +34.1% | -9.6% | +4.5% |
| 3Y | +112.8% | +28.9% | +83.9% | +80.5% |
| 5Y | +12.9% | +27.1% | -14.1% | -3.7% |
| 10Y | +126.7% | +264.8% | -138.1% | +14.1% |
| All | +1,013.4% | +7,870.0% | -6,856.6% | +70.3% |
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