+696.9%
CLF vs KEY
+1,050.5%
-353.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +2.2% | +5.4% | +6.6% |
| 30D | -1.2% | -3.0% | +1.8% | +0.3% |
| 3M | -13.4% | +3.3% | -16.7% | -14.7% |
| 6M | +15.4% | +9.2% | +6.2% | +11.0% |
| YTD | -5.9% | +10.6% | -16.5% | -9.8% |
| 1Y | +18.8% | +20.4% | -1.6% | +9.4% |
| 3Y | -19.4% | +121.8% | -141.3% | -43.6% |
| 5Y | -47.7% | +41.1% | -88.8% | -57.5% |
| 10Y | +130.4% | +168.5% | -38.2% | +47.9% |
| All | +696.9% | +1,050.5% | -353.6% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling