+526.4%
KEY vs CVE
+62.8%
+463.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.8% |
| 7D | -2.5% | -14.1% | +11.6% | +2.5% |
| 30D | +4.1% | -11.6% | +15.7% | +8.1% |
| 3M | -8.4% | 0.0% | -8.4% | -9.2% |
| 6M | -2.3% | -8.4% | +6.1% | -1.3% |
| YTD | +4.6% | +65.9% | -61.3% | -15.8% |
| 1Y | +24.6% | +69.4% | -44.9% | -0.7% |
| 3Y | +112.8% | +55.9% | +56.9% | +70.5% |
| 5Y | +12.9% | +146.2% | -133.2% | -26.7% |
| 10Y | +126.7% | +140.6% | -14.0% | +15.3% |
| All | +526.4% | +62.8% | +463.7% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling