+152.0%
KEYS vs CFG
+193.0%
-41.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +4.4% | +2.7% | +1.7% | +3.1% |
| 30D | -2.2% | -3.7% | +1.5% | -0.3% |
| 3M | +0.5% | +9.5% | -8.9% | -4.1% |
| 6M | +22.4% | +22.2% | +0.1% | +10.5% |
| YTD | +64.1% | +22.3% | +41.8% | +47.5% |
| 1Y | +97.0% | +39.4% | +57.5% | +65.9% |
| 3Y | +152.0% | +188.5% | -36.5% | +55.4% |
| All | +152.0% | +193.0% | -41.0% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling