+152.0%
KEYS vs CNH
+7.5%
+144.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +4.1% |
| 7D | +4.4% | +8.8% | -4.4% | +0.6% |
| 30D | -2.2% | +24.7% | -26.9% | -11.5% |
| 3M | +0.5% | +27.3% | -26.8% | -10.2% |
| 6M | +22.4% | +23.2% | -0.8% | +10.1% |
| YTD | +64.1% | +48.9% | +15.2% | +35.1% |
| 1Y | +97.0% | +19.4% | +77.5% | +78.4% |
| 3Y | +152.0% | +7.8% | +144.3% | +121.7% |
| All | +152.0% | +7.5% | +144.5% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling