+778.3%
KEYS vs CFG
+216.8%
+561.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | +6.9% | -0.8% | +7.7% | +7.3% |
| 30D | -19.1% | +3.1% | -22.2% | -19.9% |
| 3M | -11.1% | -9.7% | -1.4% | -8.0% |
| 6M | -16.6% | +6.7% | -23.3% | -18.7% |
| YTD | +50.4% | +15.2% | +35.2% | +42.7% |
| 1Y | +67.5% | +28.8% | +38.7% | +53.2% |
| 3Y | +146.0% | +190.1% | -44.1% | +72.7% |
| 5Y | +64.5% | +63.4% | +1.1% | +33.8% |
| All | +778.3% | +216.8% | +561.5% | +496.2% |
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