+99.7%
CLF vs KEY
+120.9%
-21.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -19.6% | -1.3% | -18.3% | -18.8% |
| 30D | -5.0% | +5.1% | -10.1% | -8.5% |
| 3M | -6.3% | -7.1% | +0.8% | -1.9% |
| 6M | +2.8% | -4.4% | +7.2% | +5.1% |
| YTD | -13.7% | +4.0% | -17.7% | -16.4% |
| 1Y | +13.6% | +23.4% | -9.8% | -2.2% |
| 3Y | -34.0% | +113.9% | -147.9% | -61.2% |
| 5Y | -48.7% | +12.3% | -61.1% | -57.2% |
| All | +99.7% | +120.9% | -21.2% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling