+81.1%
CL vs KEYS
+1,072.8%
-991.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -2.2% | +2.3% | -4.4% | -2.4% |
| 30D | -4.8% | -2.6% | -2.2% | -4.6% |
| 3M | +4.9% | -4.6% | +9.5% | +4.9% |
| 6M | -5.7% | +8.7% | -14.5% | -7.5% |
| YTD | +14.4% | +61.0% | -46.7% | +6.2% |
| 1Y | +8.7% | +96.0% | -87.2% | -2.0% |
| 3Y | +30.0% | +144.4% | -114.4% | +10.8% |
| 5Y | +28.4% | +80.5% | -52.1% | +13.8% |
| 10Y | +50.1% | +974.9% | -924.8% | -5.7% |
| All | +81.1% | +1,072.8% | -991.7% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling