+58.2%
KEYS vs CNH
-17.7%
+75.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +9.4% | +3.0% | +6.4% | +8.0% |
| 30D | -16.8% | -0.6% | -16.2% | -16.8% |
| 3M | -15.9% | +14.6% | -30.5% | -22.1% |
| 6M | -17.6% | +11.8% | -29.3% | -23.5% |
| YTD | +46.5% | +30.4% | +16.1% | +26.2% |
| 1Y | +66.9% | +19.1% | +47.8% | +49.3% |
| 3Y | +141.4% | +30.2% | +111.2% | +104.0% |
| All | +58.2% | -17.7% | +75.9% | +55.5% |
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 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