+981.9%
KEYS vs CP
+163.0%
+818.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +6.9% | -0.7% | +7.6% | +7.3% |
| 30D | -19.1% | +9.6% | -28.7% | -22.8% |
| 3M | -11.1% | +2.2% | -13.3% | -12.5% |
| 6M | -16.6% | +11.1% | -27.7% | -21.6% |
| YTD | +50.4% | +28.2% | +22.2% | +31.8% |
| 1Y | +67.5% | +32.2% | +35.4% | +44.8% |
| 3Y | +146.0% | +35.5% | +110.5% | +108.1% |
| 5Y | +64.5% | +26.8% | +37.8% | +41.4% |
| 10Y | +784.1% | +256.9% | +527.2% | +381.8% |
| All | +981.9% | +163.0% | +818.9% | +487.6% |
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 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