+1,058.3%
KEYS vs CP
+156.3%
+901.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.3% | -2.7% | +4.9% | +3.5% |
| 30D | -2.6% | +0.2% | -2.8% | -2.8% |
| 3M | -4.6% | +2.6% | -7.2% | -6.3% |
| 6M | +8.7% | +6.0% | +2.8% | +5.1% |
| YTD | +61.0% | +24.9% | +36.1% | +43.6% |
| 1Y | +96.0% | +20.1% | +75.9% | +77.8% |
| 3Y | +144.4% | +16.4% | +128.0% | +122.9% |
| 5Y | +80.5% | +31.7% | +48.8% | +53.0% |
| 10Y | +974.9% | +223.9% | +751.1% | +507.6% |
| All | +1,058.3% | +156.3% | +901.9% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling