+90.1%
KEYS vs CHD
+20.9%
+69.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -4.5% | +8.0% | +3.7% |
| 30D | -4.5% | -6.7% | +2.2% | -4.2% |
| 3M | -0.4% | -2.7% | +2.3% | -0.4% |
| 6M | +19.1% | -4.9% | +24.1% | +19.3% |
| YTD | +66.7% | +13.3% | +53.3% | +63.8% |
| 1Y | +96.5% | +1.0% | +95.5% | +95.1% |
| 3Y | +155.2% | +1.3% | +153.8% | +150.7% |
| All | +90.1% | +20.9% | +69.2% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling