+30.9%
CL vs KEY
+122.6%
-91.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.2% | +2.2% | -4.4% | -2.2% |
| 30D | -4.8% | -3.0% | -1.8% | -4.9% |
| 3M | +4.9% | +3.3% | +1.6% | +5.0% |
| 6M | -5.7% | +9.2% | -14.9% | -5.5% |
| YTD | +14.4% | +10.6% | +3.7% | +14.6% |
| 1Y | +8.7% | +20.4% | -11.6% | +9.1% |
| All | +30.9% | +122.6% | -91.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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