+96.5%
KEYS vs CG
-33.8%
+130.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | +3.5% | -9.9% | +13.4% | +6.8% |
| 30D | -4.5% | -11.7% | +7.2% | -1.1% |
| 3M | -0.4% | -4.3% | +3.9% | +0.1% |
| 6M | +19.1% | -8.8% | +27.9% | +21.2% |
| YTD | +66.7% | -26.9% | +93.5% | +80.9% |
| 1Y | +96.5% | -35.4% | +131.9% | +118.2% |
| All | +96.5% | -33.8% | +130.3% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling