+96.0%
KEYS vs CRL
+78.8%
+17.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +2.3% | -1.0% | +3.3% | +2.4% |
| 30D | -2.6% | +10.7% | -13.3% | -3.6% |
| 3M | -4.6% | +55.3% | -59.9% | -9.5% |
| 6M | +8.7% | +60.7% | -51.9% | +2.1% |
| YTD | +61.0% | +44.6% | +16.4% | +53.6% |
| 1Y | +96.0% | +77.7% | +18.2% | +77.6% |
| All | +96.0% | +78.8% | +17.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling