+42.8%
CL vs KEY
+12.4%
+30.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.1% |
| 7D | +5.9% | -2.5% | +8.4% | +6.1% |
| 30D | +13.8% | +4.1% | +9.7% | +13.6% |
| 3M | +6.4% | -8.4% | +14.8% | +6.8% |
| 6M | +15.6% | -2.3% | +17.9% | +15.7% |
| YTD | +27.9% | +4.6% | +23.3% | +27.6% |
| 1Y | +31.4% | +24.6% | +6.8% | +30.1% |
| 3Y | +41.4% | +112.8% | -71.4% | +34.4% |
| 5Y | +42.8% | +12.9% | +29.9% | +45.0% |
| All | +42.8% | +12.4% | +30.4% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling