+30.0%
CL vs KEY
+40.7%
-10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.2% | +2.2% | -4.4% | -2.3% |
| 30D | -4.8% | -3.0% | -1.8% | -4.7% |
| 3M | +4.9% | +3.3% | +1.6% | +4.8% |
| 6M | -5.7% | +9.2% | -14.9% | -6.1% |
| YTD | +14.4% | +10.6% | +3.7% | +13.8% |
| 1Y | +8.7% | +20.4% | -11.6% | +7.8% |
| 3Y | +30.0% | +121.8% | -91.9% | +23.3% |
| All | +30.0% | +40.7% | -10.7% | +29.8% |
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