+59.6%
KEYS vs CFG
+34.2%
+25.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -7.3% |
| 7D | -14.8% | +1.8% | -16.6% | -15.4% |
| 30D | -25.6% | +3.3% | -28.9% | -26.7% |
| 3M | -16.2% | -9.8% | -6.4% | -12.0% |
| 6M | -18.6% | +5.2% | -23.8% | -21.6% |
| YTD | +40.7% | +16.1% | +24.6% | +24.8% |
| 1Y | +59.6% | +33.7% | +25.9% | +22.7% |
| All | +59.6% | +34.2% | +25.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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