+28.5%
CL vs KEYS
+79.0%
-50.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -2.4% | +0.9% | -3.4% | -2.4% |
| 30D | -4.8% | -5.3% | +0.5% | -4.7% |
| 3M | -1.7% | +0.5% | -2.2% | -1.9% |
| 6M | -3.8% | +14.0% | -17.9% | -4.4% |
| YTD | +13.3% | +60.3% | -47.0% | +11.3% |
| 1Y | +8.3% | +91.3% | -83.0% | +5.5% |
| 3Y | +28.8% | +146.1% | -117.3% | +21.7% |
| 5Y | +28.5% | +80.8% | -52.2% | +23.3% |
| All | +28.5% | +79.0% | -50.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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