+96.5%
KEYS vs CRS
+79.6%
+16.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +3.5% | -6.8% | +10.3% | +5.9% |
| 30D | -4.5% | -16.1% | +11.7% | +1.3% |
| 3M | -0.4% | -21.2% | +20.8% | +7.9% |
| 6M | +19.1% | +8.7% | +10.4% | +16.8% |
| YTD | +66.7% | +41.0% | +25.7% | +55.7% |
| 1Y | +96.5% | +82.7% | +13.8% | +76.3% |
| All | +96.5% | +79.6% | +16.9% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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