+953.7%
KEYS vs CG
+168.4%
+785.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | +9.4% | +0.2% | +9.2% | +9.3% |
| 30D | -16.8% | +11.2% | -27.9% | -20.5% |
| 3M | -15.9% | -22.1% | +6.2% | -8.3% |
| 6M | -17.6% | -17.9% | +0.3% | -12.4% |
| YTD | +46.5% | -31.3% | +77.8% | +65.3% |
| 1Y | +66.9% | -24.0% | +90.9% | +80.9% |
| 3Y | +141.4% | +45.0% | +96.4% | +99.2% |
| 5Y | +59.5% | -22.6% | +82.2% | +58.8% |
| 10Y | +761.1% | +282.1% | +479.0% | +372.7% |
| All | +953.7% | +168.4% | +785.3% | +492.4% |
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 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