+1,018.0%
KEYS vs CHD
+126.1%
+891.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -4.5% | +8.0% | +4.4% |
| 30D | -4.5% | -6.7% | +2.2% | -3.2% |
| 3M | -0.4% | -2.7% | +2.3% | -0.3% |
| 6M | +19.1% | -4.9% | +24.1% | +19.7% |
| YTD | +66.7% | +13.3% | +53.3% | +60.2% |
| 1Y | +96.5% | +1.0% | +95.5% | +93.9% |
| 3Y | +155.2% | +1.3% | +153.8% | +147.5% |
| 5Y | +88.0% | +20.8% | +67.2% | +68.7% |
| All | +1,018.0% | +126.1% | +891.9% | +757.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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