+172.4%
KEY vs CRL
+255.5%
-83.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | +2.2% | -1.0% | +3.2% | +2.6% |
| 30D | -3.0% | +10.7% | -13.7% | -6.9% |
| 3M | +3.3% | +55.3% | -51.9% | -14.0% |
| 6M | +9.2% | +60.7% | -51.5% | -11.9% |
| YTD | +10.6% | +44.6% | -34.0% | -7.4% |
| 1Y | +20.4% | +77.7% | -57.3% | -8.7% |
| 3Y | +121.8% | +37.6% | +84.2% | +75.9% |
| 5Y | +41.1% | -35.8% | +77.0% | +54.0% |
| All | +172.4% | +255.5% | -83.1% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling