+1,033.6%
KEY vs CRS
+6,329.0%
-5,295.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.7% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | +6.9% | -22.9% | +29.7% | +16.1% |
| 3M | -5.0% | -46.8% | +41.8% | +18.8% |
| 6M | +0.7% | -30.4% | +31.2% | +12.0% |
| YTD | +6.5% | -5.4% | +11.8% | +3.1% |
| 1Y | +22.6% | -9.0% | +31.6% | +20.1% |
| 3Y | +125.3% | +352.2% | -226.8% | +9.0% |
| 5Y | +13.9% | +852.2% | -838.3% | -61.3% |
| 10Y | +105.3% | +862.6% | -757.3% | -36.0% |
| All | +1,033.6% | +6,329.0% | -5,295.5% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling