+58.7%
KEYS vs CP
+25.5%
+33.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -4.5% | +2.8% | -7.3% | -5.9% |
| 30D | -23.9% | +11.0% | -34.9% | -28.0% |
| 3M | -13.1% | +3.8% | -17.0% | -15.2% |
| 6M | -19.1% | +9.5% | -28.6% | -23.7% |
| YTD | +43.4% | +28.2% | +15.2% | +24.4% |
| 1Y | +58.8% | +33.0% | +25.9% | +35.2% |
| 3Y | +134.6% | +35.5% | +99.0% | +94.9% |
| 5Y | +58.7% | +25.8% | +33.0% | +33.6% |
| All | +58.7% | +25.5% | +33.2% | +33.6% |
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