+1,058.3%
KEYS vs CRL
+371.8%
+686.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | -2.6% | +10.7% | -13.3% | -6.4% |
| 3M | -4.6% | +55.3% | -59.9% | -20.0% |
| 6M | +8.7% | +60.7% | -51.9% | -11.7% |
| YTD | +61.0% | +44.6% | +16.4% | +35.4% |
| 1Y | +96.0% | +77.7% | +18.2% | +50.4% |
| 3Y | +144.4% | +37.6% | +106.8% | +95.5% |
| 5Y | +80.5% | -35.8% | +116.3% | +93.7% |
| 10Y | +974.9% | +241.7% | +733.2% | +441.5% |
| All | +1,058.3% | +371.8% | +686.5% | +444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling