+80.1%
CLF vs KEY
+121.9%
-41.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.3% | +5.2% |
| 7D | -14.1% | -0.4% | -13.7% | -13.7% |
| 30D | -5.5% | +7.2% | -12.8% | -10.1% |
| 3M | 0.0% | -4.9% | +4.9% | +3.1% |
| 6M | +11.3% | +1.1% | +10.2% | +9.6% |
| YTD | -7.7% | +6.8% | -14.5% | -12.0% |
| 1Y | +17.5% | +23.3% | -5.7% | +1.4% |
| 3Y | -25.4% | +126.1% | -151.5% | -57.5% |
| 5Y | -46.0% | +15.2% | -61.2% | -55.5% |
| 10Y | +80.1% | +113.6% | -33.5% | +0.3% |
| All | +80.1% | +121.9% | -41.8% | +0.3% |
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