+96.0%
KEYS vs CNH
+29.2%
+66.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.1% |
| 7D | +2.3% | +23.3% | -21.0% | -5.0% |
| 30D | -2.6% | +33.5% | -36.1% | -12.4% |
| 3M | -4.6% | +32.7% | -37.4% | -14.4% |
| 6M | +8.7% | +22.2% | -13.4% | -0.3% |
| YTD | +61.0% | +57.7% | +3.3% | +32.7% |
| 1Y | +96.0% | +28.0% | +68.0% | +77.7% |
| All | +96.0% | +29.2% | +66.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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