+5,439.0%
CL vs KEY
+1,017.8%
+4,421.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.1% |
| 7D | +7.7% | +1.7% | +6.1% | +7.5% |
| 30D | +15.2% | +6.8% | +8.4% | +14.2% |
| 3M | +7.3% | -5.8% | +13.2% | +8.2% |
| 6M | +17.0% | +1.4% | +15.6% | +16.7% |
| YTD | +28.0% | +7.5% | +20.5% | +26.4% |
| 1Y | +32.1% | +29.6% | +2.5% | +27.2% |
| 3Y | +41.5% | +118.8% | -77.3% | +24.4% |
| 5Y | +43.9% | +16.8% | +27.1% | +34.4% |
| 10Y | +79.8% | +133.0% | -53.3% | +43.1% |
| All | +5,439.0% | +1,017.8% | +4,421.2% | +2,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling