+759.0%
KEYS vs CVE
+132.7%
+626.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.5% | -10.0% | +5.5% | -2.7% |
| 30D | -23.9% | -11.9% | -12.0% | -22.2% |
| 3M | -13.1% | -5.9% | -7.2% | -12.4% |
| 6M | -19.1% | -1.6% | -17.5% | -19.4% |
| YTD | +43.4% | +66.3% | -22.8% | +29.9% |
| 1Y | +58.8% | +57.5% | +1.3% | +45.0% |
| 3Y | +134.6% | +65.4% | +69.2% | +109.2% |
| 5Y | +58.7% | +144.2% | -85.4% | +30.0% |
| 10Y | +759.0% | +135.5% | +623.5% | +498.6% |
| All | +759.0% | +132.7% | +626.3% | +498.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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