+106.7%
KEYS vs CAI
-11.0%
+117.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | +2.9% | -3.1% | +6.0% | +3.2% |
| 30D | -1.3% | +2.7% | -4.0% | -1.6% |
| 3M | -0.1% | +41.7% | -41.8% | -4.2% |
| 6M | +17.4% | +26.5% | -9.1% | +13.2% |
| YTD | +62.9% | -10.9% | +73.8% | +61.9% |
| 1Y | +95.7% | -29.2% | +125.0% | +97.4% |
| All | +106.7% | -11.0% | +117.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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