-35.1%
CLF vs KEY
+107.3%
-142.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -10.3% |
| 7D | -21.0% | -2.5% | -18.5% | -19.5% |
| 30D | -8.0% | +4.1% | -12.1% | -10.9% |
| 3M | -10.9% | -8.4% | -2.6% | -5.4% |
| 6M | +5.8% | -2.3% | +8.1% | +6.6% |
| YTD | -15.1% | +4.6% | -19.7% | -18.4% |
| 1Y | +7.2% | +24.6% | -17.3% | -9.5% |
| All | -35.1% | +107.3% | -142.4% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling