+113.6%
KEY vs CRL
+400.8%
-287.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +0.9% |
| 7D | -0.4% | +4.4% | -4.7% | -2.4% |
| 30D | +7.2% | +17.1% | -9.9% | +0.1% |
| 3M | -4.9% | +32.1% | -37.0% | -15.7% |
| 6M | +1.1% | +98.9% | -97.9% | -25.0% |
| YTD | +6.8% | +77.1% | -70.3% | -18.4% |
| 1Y | +23.3% | +110.3% | -87.0% | -12.5% |
| 3Y | +126.1% | +108.5% | +17.6% | +48.6% |
| 5Y | +15.2% | -7.9% | +23.1% | +7.0% |
| 10Y | +113.6% | +368.9% | -255.3% | -19.2% |
| All | +113.6% | +400.8% | -287.2% | -19.2% |
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