+29.6%
KEY vs CRL
+85.3%
-55.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +2.4% |
| 7D | +1.7% | -12.8% | +14.4% | +3.3% |
| 30D | +6.8% | +5.0% | +1.8% | +5.7% |
| 3M | -5.8% | +39.4% | -45.2% | -10.5% |
| 6M | +1.4% | +89.4% | -87.9% | -8.3% |
| YTD | +7.5% | +63.6% | -56.1% | -1.2% |
| 1Y | +29.6% | +83.5% | -53.8% | +15.4% |
| All | +29.6% | +85.3% | -55.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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