+13.0%
KEY vs CRL
-13.0%
+26.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.8% | +8.9% | -7.1% | -0.9% |
| 30D | +7.1% | +14.0% | -6.8% | +2.4% |
| 3M | -5.9% | +19.8% | -25.8% | -11.7% |
| 6M | +2.2% | +102.0% | -99.8% | -19.5% |
| YTD | +6.4% | +70.8% | -64.4% | -12.6% |
| 1Y | +24.8% | +98.7% | -74.0% | -2.8% |
| 3Y | +125.2% | +98.2% | +27.1% | +65.9% |
| 5Y | +13.0% | -11.7% | +24.6% | -4.6% |
| All | +13.0% | -13.0% | +26.0% | -4.6% |
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