+83.7%
KEYS vs CP
+34.0%
+49.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +4.4% | +2.4% | +2.0% | +3.2% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | +0.5% | +1.4% | -0.9% | -0.8% |
| 6M | +22.4% | +10.3% | +12.1% | +15.2% |
| YTD | +64.1% | +24.3% | +39.8% | +45.3% |
| 1Y | +97.0% | +20.4% | +76.5% | +76.9% |
| 3Y | +152.0% | +21.8% | +130.2% | +121.9% |
| 5Y | +83.7% | +31.5% | +52.2% | +52.0% |
| All | +83.7% | +34.0% | +49.7% | +52.0% |
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