+105.3%
KEY vs CRL
+353.6%
-248.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | +6.9% | +14.6% | -7.7% | +0.6% |
| 3M | -5.0% | +24.8% | -29.8% | -13.9% |
| 6M | +0.7% | +94.7% | -94.0% | -24.6% |
| YTD | +6.5% | +73.4% | -66.9% | -18.0% |
| 1Y | +22.6% | +104.7% | -82.0% | -12.1% |
| 3Y | +125.3% | +101.1% | +24.3% | +50.3% |
| 5Y | +13.9% | -10.8% | +24.7% | +7.3% |
| 10Y | +105.3% | +358.8% | -253.5% | -21.9% |
| All | +105.3% | +353.6% | -248.3% | -21.9% |
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