+1,058.3%
KEYS vs CG
+217.0%
+841.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +2.0% |
| 7D | +2.3% | -4.3% | +6.6% | +4.0% |
| 30D | -2.6% | -5.1% | +2.5% | -1.0% |
| 3M | -4.6% | +8.7% | -13.3% | -8.2% |
| 6M | +8.7% | -9.2% | +18.0% | +11.7% |
| YTD | +61.0% | -18.9% | +79.9% | +71.7% |
| 1Y | +96.0% | -25.6% | +121.6% | +115.2% |
| 3Y | +144.4% | +57.3% | +87.1% | +96.2% |
| 5Y | +80.5% | +10.2% | +70.3% | +58.9% |
| 10Y | +974.9% | +364.2% | +610.7% | +452.1% |
| All | +1,058.3% | +217.0% | +841.2% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling