+1,052.7%
KEYS vs CNI
+131.6%
+921.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.3% |
| 7D | +0.9% | -1.1% | +2.0% | +1.6% |
| 30D | -5.3% | -3.5% | -1.7% | -3.4% |
| 3M | +0.5% | +2.2% | -1.7% | -1.3% |
| 6M | +14.0% | +15.1% | -1.0% | +4.1% |
| YTD | +60.3% | +24.7% | +35.6% | +39.3% |
| 1Y | +91.3% | +33.4% | +58.0% | +59.7% |
| 3Y | +146.1% | +19.5% | +126.6% | +116.9% |
| 5Y | +80.8% | +12.6% | +68.2% | +63.1% |
| 10Y | +1,002.8% | +134.7% | +868.1% | +543.7% |
| All | +1,052.7% | +131.6% | +921.2% | +515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling