+113.9%
KEY vs CRS
+321.3%
-207.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | +5.1% | -28.8% | +34.0% | +13.2% |
| 3M | -7.1% | -50.0% | +42.9% | +9.6% |
| 6M | -4.4% | -39.2% | +34.8% | +6.0% |
| YTD | +4.0% | -11.4% | +15.4% | +2.3% |
| 1Y | +23.4% | -11.7% | +35.1% | +21.2% |
| 3Y | +113.9% | +319.6% | -205.7% | +33.9% |
| All | +113.9% | +321.3% | -207.4% | +33.9% |
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 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