+83.1%
KEYS vs CP
+30.0%
+53.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | -0.1% | +0.1% | -0.2% | -0.8% |
| 6M | +17.4% | +7.8% | +9.6% | +11.8% |
| YTD | +62.9% | +22.9% | +40.1% | +45.0% |
| 1Y | +95.7% | +21.3% | +74.4% | +75.1% |
| 3Y | +150.2% | +20.4% | +129.8% | +121.5% |
| 5Y | +83.1% | +34.9% | +48.2% | +48.5% |
| All | +83.1% | +30.0% | +53.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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