+755.4%
KEYS vs CFG
+216.2%
+539.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +9.4% | +3.2% | +6.2% | +8.3% |
| 30D | -16.8% | +5.1% | -21.9% | -18.2% |
| 3M | -15.9% | -11.2% | -4.6% | -12.5% |
| 6M | -17.6% | +9.6% | -27.1% | -20.4% |
| YTD | +46.5% | +15.0% | +31.5% | +39.1% |
| 1Y | +66.9% | +29.9% | +37.0% | +52.2% |
| 3Y | +141.4% | +192.1% | -50.7% | +69.1% |
| 5Y | +59.5% | +62.3% | -2.8% | +30.0% |
| All | +755.4% | +216.2% | +539.2% | +481.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling