+94.2%
KEY vs CRS
+790.4%
-696.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.8% |
| 7D | +2.9% | +4.8% | -1.8% | +0.6% |
| 30D | +8.4% | -23.2% | +31.6% | +19.2% |
| 3M | -5.8% | -45.5% | +39.7% | +20.2% |
| 6M | +5.4% | -33.1% | +38.6% | +20.7% |
| YTD | +7.1% | -7.2% | +14.3% | +3.1% |
| 1Y | +26.8% | -10.0% | +36.8% | +23.4% |
| 3Y | +128.7% | +332.3% | -203.6% | -5.7% |
| 5Y | +13.6% | +801.9% | -788.2% | -70.4% |
| All | +94.2% | +790.4% | -696.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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