+39.9%
CL vs KEY
+11.7%
+28.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | +11.4% | +5.1% | +6.2% | +11.1% |
| 3M | +4.4% | -7.1% | +11.5% | +4.7% |
| 6M | +10.8% | -4.4% | +15.2% | +11.0% |
| YTD | +25.1% | +4.0% | +21.1% | +24.9% |
| 1Y | +28.0% | +23.4% | +4.6% | +26.8% |
| 3Y | +37.6% | +113.9% | -76.3% | +30.8% |
| All | +39.9% | +11.7% | +28.2% | +42.1% |
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