+1,018.0%
KEYS vs CGNX
+193.6%
+824.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.3% |
| 7D | +3.5% | +3.2% | +0.3% | +2.2% |
| 30D | -4.5% | +6.0% | -10.5% | -6.7% |
| 3M | -0.4% | +3.5% | -4.0% | -2.0% |
| 6M | +19.1% | +26.3% | -7.2% | +8.1% |
| YTD | +66.7% | +79.2% | -12.6% | +26.4% |
| 1Y | +96.5% | +43.8% | +52.7% | +61.6% |
| 3Y | +155.2% | +52.0% | +103.2% | +94.8% |
| 5Y | +88.0% | -24.0% | +112.0% | +86.8% |
| All | +1,018.0% | +193.6% | +824.4% | +475.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling