+14.0%
KEYS vs CHD
-6.9%
+20.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -2.3% |
| 7D | +0.9% | -4.7% | +5.7% | -1.4% |
| 30D | -5.3% | -8.3% | +3.1% | -9.1% |
| 3M | +0.5% | -4.0% | +4.5% | -0.1% |
| 6M | +14.0% | -6.5% | +20.6% | +19.6% |
| All | +14.0% | -6.9% | +20.9% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling