+58.2%
KEYS vs CG
-23.0%
+81.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | +9.4% | +0.2% | +9.2% | +9.2% |
| 30D | -16.8% | +11.2% | -27.9% | -20.8% |
| 3M | -15.9% | -22.1% | +6.2% | -7.4% |
| 6M | -17.6% | -17.9% | +0.3% | -11.8% |
| YTD | +46.5% | -31.3% | +77.8% | +67.6% |
| 1Y | +66.9% | -24.0% | +90.9% | +82.3% |
| 3Y | +141.4% | +45.0% | +96.4% | +90.7% |
| All | +58.2% | -23.0% | +81.2% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling