-49.6%
CLF vs KEY
+12.4%
-61.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -10.8% |
| 7D | -21.0% | -2.5% | -18.5% | -19.8% |
| 30D | -8.0% | +4.1% | -12.1% | -10.2% |
| 3M | -10.9% | -8.4% | -2.6% | -6.8% |
| 6M | +5.8% | -2.3% | +8.1% | +6.6% |
| YTD | -15.1% | +4.6% | -19.7% | -17.3% |
| 1Y | +7.2% | +24.6% | -17.3% | -4.9% |
| 3Y | -34.2% | +112.8% | -146.9% | -53.8% |
| 5Y | -49.6% | +12.9% | -62.5% | -54.3% |
| All | -49.6% | +12.4% | -61.9% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling