-47.8%
CLF vs KEY
+40.7%
-88.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | +2.2% | +5.4% | +6.3% |
| 30D | -1.2% | -3.0% | +1.8% | +0.6% |
| 3M | -13.4% | +3.3% | -16.7% | -15.1% |
| 6M | +15.4% | +9.2% | +6.2% | +9.9% |
| YTD | -5.9% | +10.6% | -16.5% | -10.8% |
| 1Y | +18.8% | +20.4% | -1.6% | +7.4% |
| 3Y | -19.4% | +121.8% | -141.3% | -45.1% |
| All | -47.8% | +40.7% | -88.5% | -60.7% |
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