+47.1%
KEYS vs CVE
+67.8%
-20.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -11.4% | -16.1% | +4.7% | -10.8% |
| 30D | -28.7% | -10.4% | -18.3% | -28.1% |
| 3M | -19.2% | -2.4% | -16.9% | -18.7% |
| 6M | -25.8% | -4.4% | -21.4% | -25.2% |
| YTD | +33.9% | +64.9% | -31.0% | +35.9% |
| 1Y | +47.1% | +66.0% | -19.0% | +51.4% |
| All | +47.1% | +67.8% | -20.8% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling