+83.1%
KEYS vs CFG
+99.7%
-16.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | -1.3% | -4.5% | +3.2% | +0.7% |
| 3M | -0.1% | +6.3% | -6.4% | -2.9% |
| 6M | +17.4% | +20.6% | -3.2% | +8.0% |
| YTD | +62.9% | +21.2% | +41.7% | +49.2% |
| 1Y | +95.7% | +38.2% | +57.6% | +69.6% |
| 3Y | +150.2% | +185.9% | -35.7% | +61.6% |
| 5Y | +83.1% | +97.0% | -13.9% | +34.8% |
| All | +83.1% | +99.7% | -16.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling