+1,058.3%
KEYS vs CFG
+389.1%
+669.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.3% | +1.5% | +0.7% | +1.7% |
| 30D | -2.6% | -3.8% | +1.2% | -1.3% |
| 3M | -4.6% | +11.5% | -16.1% | -8.3% |
| 6M | +8.7% | +19.2% | -10.5% | +2.3% |
| YTD | +61.0% | +23.7% | +37.3% | +49.3% |
| 1Y | +96.0% | +38.8% | +57.1% | +74.8% |
| 3Y | +144.4% | +178.9% | -34.5% | +72.2% |
| 5Y | +80.5% | +101.8% | -21.3% | +37.2% |
| 10Y | +974.9% | +317.3% | +657.7% | +483.9% |
| All | +1,058.3% | +389.1% | +669.2% | +508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling