+12.2%
KEY vs CRL
-10.4%
+22.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -2.8% |
| 7D | -1.3% | -6.1% | +4.8% | +0.2% |
| 30D | +5.1% | +12.4% | -7.3% | +0.9% |
| 3M | -7.1% | +27.1% | -34.2% | -14.4% |
| 6M | -4.4% | +85.7% | -90.1% | -22.6% |
| YTD | +4.0% | +69.2% | -65.2% | -14.3% |
| 1Y | +23.4% | +97.5% | -74.1% | -3.7% |
| 3Y | +113.9% | +86.1% | +27.8% | +61.1% |
| All | +12.2% | -10.4% | +22.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling