+1,018.0%
KEYS vs CNH
+158.6%
+859.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -5.7% | +9.2% | +5.7% |
| 30D | -4.5% | +26.6% | -31.0% | -13.4% |
| 3M | -0.4% | +31.1% | -31.5% | -11.3% |
| 6M | +19.1% | +24.9% | -5.7% | +7.6% |
| YTD | +66.7% | +48.7% | +18.0% | +40.2% |
| 1Y | +96.5% | +22.2% | +74.3% | +77.8% |
| 3Y | +155.2% | +7.4% | +147.7% | +136.8% |
| 5Y | +88.0% | +10.8% | +77.2% | +68.2% |
| All | +1,018.0% | +158.6% | +859.4% | +565.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling