+23.0%
KEY vs CRL
+111.4%
-88.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +2.1% |
| 7D | -0.4% | +4.4% | -4.7% | -1.1% |
| 30D | +7.2% | +17.1% | -9.9% | +4.5% |
| 3M | -4.9% | +32.1% | -37.0% | -9.0% |
| 6M | +1.1% | +98.9% | -97.9% | -9.6% |
| YTD | +6.8% | +77.1% | -70.3% | -3.7% |
| All | +23.0% | +111.4% | -88.4% | +2.7% |
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