+115.0%
KEY vs CVE
+54.6%
+60.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.1% |
| 7D | -2.5% | -14.1% | +11.6% | +0.9% |
| 30D | +4.1% | -11.6% | +15.7% | +6.7% |
| 3M | -8.4% | 0.0% | -8.4% | -9.3% |
| 6M | -2.3% | -8.4% | +6.1% | -1.4% |
| YTD | +4.6% | +65.9% | -61.3% | -15.4% |
| 1Y | +24.6% | +69.4% | -44.9% | -0.5% |
| All | +115.0% | +54.6% | +60.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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