+5.8%
CLF vs KEY
-1.9%
+7.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -11.3% |
| 7D | -21.0% | -2.5% | -18.5% | -20.2% |
| 30D | -8.0% | +4.1% | -12.1% | -8.8% |
| 3M | -10.9% | -8.4% | -2.6% | -6.5% |
| 6M | +5.8% | -2.3% | +8.1% | +5.3% |
| All | +5.8% | -1.9% | +7.7% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling