+155.2%
KEYS vs CNI
+19.7%
+135.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.2% |
| 3M | -0.4% | +3.9% | -4.3% | -3.1% |
| 6M | +19.1% | +16.4% | +2.8% | +7.7% |
| YTD | +66.7% | +25.8% | +40.9% | +44.0% |
| 1Y | +96.5% | +32.4% | +64.1% | +64.1% |
| 3Y | +155.2% | +19.1% | +136.1% | +125.3% |
| All | +155.2% | +19.7% | +135.4% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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