+183.4%
KEY vs CRL
+1,630.9%
-1,447.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -3.3% |
| 7D | -1.3% | -6.1% | +4.8% | +0.4% |
| 30D | +5.1% | +12.4% | -7.3% | +0.1% |
| 3M | -7.1% | +27.1% | -34.2% | -15.7% |
| 6M | -4.4% | +85.7% | -90.1% | -25.4% |
| YTD | +4.0% | +69.2% | -65.2% | -17.3% |
| 1Y | +23.4% | +97.5% | -74.1% | -7.5% |
| 3Y | +113.9% | +86.1% | +27.8% | +54.2% |
| 5Y | +12.3% | -10.0% | +22.4% | +2.1% |
| 10Y | +125.5% | +395.0% | -269.5% | +7.0% |
| All | +183.4% | +1,630.9% | -1,447.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling