+80.6%
KEYS vs CF
+227.0%
-146.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.7% |
| 7D | +2.3% | +6.0% | -3.7% | +1.8% |
| 30D | -2.6% | +14.8% | -17.5% | -3.8% |
| 3M | -4.6% | +14.1% | -18.7% | -5.9% |
| 6M | +8.7% | +28.5% | -19.8% | +4.5% |
| YTD | +61.0% | +74.9% | -13.9% | +48.2% |
| 1Y | +96.0% | +61.7% | +34.3% | +82.1% |
| 3Y | +144.4% | +80.3% | +64.1% | +120.5% |
| All | +80.6% | +227.0% | -146.4% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling