+1,071.7%
KEYS vs CRS
+1,185.9%
-114.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.9% | -0.5% | +3.5% | +3.0% |
| 30D | -1.3% | -18.1% | +16.8% | +3.6% |
| 3M | -0.1% | -12.4% | +12.3% | +3.2% |
| 6M | +17.4% | +15.9% | +1.4% | +12.8% |
| YTD | +62.9% | +45.8% | +17.1% | +47.9% |
| 1Y | +95.7% | +87.8% | +8.0% | +65.8% |
| 3Y | +150.2% | +648.7% | -498.5% | +49.1% |
| 5Y | +83.1% | +1,416.6% | -1,333.5% | -11.2% |
| 10Y | +1,020.9% | +1,412.7% | -391.8% | +384.5% |
| All | +1,071.7% | +1,185.9% | -114.2% | +400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling