+1,018.0%
KEYS vs CG
+314.7%
+703.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.7% |
| 7D | +3.5% | -9.9% | +13.4% | +7.7% |
| 30D | -4.5% | -11.7% | +7.2% | -0.1% |
| 3M | -0.4% | -4.3% | +3.9% | +0.5% |
| 6M | +19.1% | -8.8% | +27.9% | +22.0% |
| YTD | +66.7% | -26.9% | +93.5% | +85.2% |
| 1Y | +96.5% | -35.4% | +131.9% | +128.5% |
| 3Y | +155.2% | +43.0% | +112.1% | +110.7% |
| 5Y | +88.0% | +1.9% | +86.1% | +69.6% |
| All | +1,018.0% | +314.7% | +703.3% | +531.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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