+4,850.5%
CL vs KEY
+1,050.5%
+3,799.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.2% | +2.2% | -4.4% | -2.5% |
| 30D | -4.8% | -3.0% | -1.8% | -4.5% |
| 3M | +4.9% | +3.3% | +1.6% | +4.4% |
| 6M | -5.7% | +9.2% | -14.9% | -6.9% |
| YTD | +14.4% | +10.6% | +3.7% | +12.6% |
| 1Y | +8.7% | +20.4% | -11.6% | +5.7% |
| 3Y | +30.0% | +121.8% | -91.9% | +13.9% |
| 5Y | +28.4% | +41.1% | -12.8% | +16.6% |
| 10Y | +50.1% | +168.5% | -118.4% | +17.0% |
| All | +4,850.5% | +1,050.5% | +3,799.9% | +2,073.4% |
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 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