+1,018.0%
KEYS vs CRL
+256.1%
+761.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.3% |
| 7D | +3.5% | -3.5% | +7.0% | +4.9% |
| 30D | -4.5% | -2.1% | -2.3% | -3.9% |
| 3M | -0.4% | +48.0% | -48.4% | -15.2% |
| 6M | +19.1% | +64.7% | -45.6% | -4.5% |
| YTD | +66.7% | +39.5% | +27.2% | +41.7% |
| 1Y | +96.5% | +74.2% | +22.3% | +51.2% |
| 3Y | +155.2% | +39.4% | +115.8% | +101.7% |
| 5Y | +88.0% | -36.9% | +124.9% | +105.3% |
| All | +1,018.0% | +256.1% | +761.9% | +434.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling