+155.2%
KEYS vs CRS
+612.2%
-457.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +3.5% | -6.8% | +10.3% | +5.6% |
| 30D | -4.5% | -16.1% | +11.7% | +0.7% |
| 3M | -0.4% | -21.2% | +20.8% | +6.9% |
| 6M | +19.1% | +8.7% | +10.4% | +16.1% |
| YTD | +66.7% | +41.0% | +25.7% | +51.4% |
| 1Y | +96.5% | +82.7% | +13.8% | +65.0% |
| 3Y | +155.2% | +604.8% | -449.6% | +63.0% |
| All | +155.2% | +612.2% | -457.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling