+57.5%
KEYS vs CF
+47.0%
+10.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -3.3% | -0.9% | -2.5% | -3.2% |
| 30D | -24.5% | +6.9% | -31.4% | -23.5% |
| 3M | -15.3% | +4.8% | -20.1% | -14.2% |
| 6M | -19.8% | +4.7% | -24.5% | -18.6% |
| YTD | +42.2% | +56.5% | -14.3% | +42.1% |
| All | +57.5% | +47.0% | +10.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling