+90.1%
KEYS vs CAKE
+157.8%
-67.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +3.5% | -4.5% | +8.0% | +4.8% |
| 30D | -4.5% | -12.4% | +8.0% | -1.1% |
| 3M | -0.4% | +37.3% | -37.7% | -10.0% |
| 6M | +19.1% | +70.7% | -51.6% | +0.2% |
| YTD | +66.7% | +106.0% | -39.3% | +32.0% |
| 1Y | +96.5% | +79.7% | +16.8% | +61.6% |
| 3Y | +155.2% | +267.8% | -112.6% | +68.8% |
| All | +90.1% | +157.8% | -67.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling