+83.1%
KEYS vs CNH
+12.3%
+70.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | +2.9% | +1.8% | +1.1% | +2.0% |
| 30D | -1.3% | +32.6% | -33.9% | -13.0% |
| 3M | -0.1% | +29.4% | -29.5% | -11.5% |
| 6M | +17.4% | +26.0% | -8.6% | +4.6% |
| YTD | +62.9% | +52.2% | +10.7% | +33.2% |
| 1Y | +95.7% | +23.9% | +71.9% | +74.4% |
| 3Y | +150.2% | +10.1% | +140.1% | +127.5% |
| 5Y | +83.1% | +13.2% | +69.9% | +58.3% |
| All | +83.1% | +12.3% | +70.8% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling