+152.0%
KEYS vs CF
+76.4%
+75.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +4.4% | -0.9% | +5.4% | +4.5% |
| 30D | -2.2% | +18.1% | -20.3% | -2.9% |
| 3M | +0.5% | +23.4% | -22.8% | -0.6% |
| 6M | +22.4% | +17.1% | +5.3% | +19.8% |
| YTD | +64.1% | +76.2% | -12.1% | +50.1% |
| 1Y | +97.0% | +62.3% | +34.7% | +82.4% |
| 3Y | +152.0% | +71.8% | +80.2% | +122.4% |
| All | +152.0% | +76.4% | +75.6% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling