+141.4%
KEYS vs CF
+68.9%
+72.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.4% | +4.8% | +4.6% | +9.4% |
| 30D | -16.8% | +4.7% | -21.5% | -16.7% |
| 3M | -15.9% | +7.4% | -23.3% | -16.0% |
| 6M | -17.6% | +0.6% | -18.2% | -17.5% |
| YTD | +46.5% | +64.1% | -17.6% | +34.3% |
| 1Y | +66.9% | +51.4% | +15.5% | +55.2% |
| 3Y | +141.4% | +67.8% | +73.6% | +110.2% |
| All | +141.4% | +68.9% | +72.5% | +110.2% |
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