+863.3%
KEYS vs CF
+236.8%
+626.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | -11.4% | -3.2% | -8.2% | -11.0% |
| 30D | -28.7% | +4.3% | -33.0% | -29.4% |
| 3M | -19.2% | +2.8% | -22.0% | -20.2% |
| 6M | -25.8% | +0.6% | -26.4% | -26.7% |
| YTD | +33.9% | +56.6% | -22.7% | +18.5% |
| 1Y | +47.1% | +49.6% | -2.6% | +31.3% |
| 3Y | +119.4% | +61.5% | +57.9% | +89.2% |
| 5Y | +48.2% | +124.0% | -75.8% | +13.1% |
| 10Y | +755.2% | +573.2% | +182.0% | +377.6% |
| All | +863.3% | +236.8% | +626.5% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling