+40.2%
KEYS vs CGNX
+19.2%
+21.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -10.5% | +1.7% | -5.2% |
| 7D | -21.0% | -19.5% | -1.5% | -14.9% |
| 30D | -32.8% | -28.4% | -4.4% | -25.3% |
| 3M | -22.4% | -32.7% | +10.3% | -12.5% |
| 6M | -26.8% | -19.0% | -7.7% | -20.1% |
| YTD | +28.3% | +32.6% | -4.3% | +26.8% |
| 1Y | +40.2% | +18.0% | +22.2% | +50.0% |
| All | +40.2% | +19.2% | +21.0% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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