+80.8%
KEYS vs CG
+2.7%
+78.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.6% |
| 7D | +0.9% | -9.8% | +10.7% | +5.4% |
| 30D | -5.3% | -10.3% | +5.1% | -1.2% |
| 3M | +0.5% | -1.7% | +2.2% | +0.4% |
| 6M | +14.0% | -9.8% | +23.9% | +17.5% |
| YTD | +60.3% | -25.6% | +85.9% | +78.4% |
| 1Y | +91.3% | -32.5% | +123.8% | +121.3% |
| 3Y | +146.1% | +45.6% | +100.5% | +95.4% |
| 5Y | +80.8% | +3.7% | +77.1% | +57.2% |
| All | +80.8% | +2.7% | +78.1% | +57.2% |
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 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