+124.0%
KEY vs CRS
+653.3%
-529.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.8% |
| 7D | +2.7% | -3.1% | +5.8% | +3.6% |
| 30D | -3.2% | -19.6% | +16.4% | +2.5% |
| 3M | +1.0% | -8.1% | +9.0% | +2.4% |
| 6M | +11.9% | +18.6% | -6.7% | +4.7% |
| YTD | +8.7% | +45.9% | -37.2% | -4.8% |
| 1Y | +18.5% | +82.5% | -64.0% | -4.7% |
| 3Y | +124.0% | +648.9% | -524.9% | +18.1% |
| All | +124.0% | +653.3% | -529.3% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling