+99.5%
KEY vs CRL
+358.0%
-258.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.5% | +5.0% | -5.5% | -2.5% |
| 30D | +6.7% | +13.5% | -6.8% | +0.8% |
| 3M | -4.6% | +21.5% | -26.1% | -12.7% |
| 6M | +2.6% | +103.4% | -100.8% | -24.6% |
| YTD | +7.0% | +71.8% | -64.8% | -17.3% |
| 1Y | +23.5% | +97.5% | -74.1% | -10.2% |
| 3Y | +126.4% | +99.2% | +27.1% | +51.5% |
| 5Y | +13.0% | -12.1% | +25.2% | +7.2% |
| 10Y | +99.5% | +359.2% | -259.7% | -25.1% |
| All | +99.5% | +358.0% | -258.5% | -25.1% |
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