+87.5%
CLF vs KEY
+107.2%
-19.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +2.3% | -0.5% | +2.8% | +3.0% |
| 30D | +1.9% | +6.7% | -4.8% | -2.6% |
| 3M | +5.9% | -4.6% | +10.5% | +8.9% |
| 6M | +16.9% | +2.6% | +14.3% | +14.0% |
| YTD | -1.1% | +7.0% | -8.0% | -5.8% |
| 1Y | +28.8% | +23.5% | +5.4% | +11.0% |
| 3Y | -20.6% | +126.4% | -147.0% | -54.8% |
| 5Y | -41.5% | +13.0% | -54.5% | -51.1% |
| 10Y | +87.5% | +99.5% | -12.0% | +0.6% |
| All | +87.5% | +107.2% | -19.7% | +0.6% |
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