+20.2%
CLF vs KEYS
+55.9%
-35.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.3% | -2.9% | -6.7% |
| 7D | -7.9% | -14.8% | +6.9% | -2.1% |
| 30D | +5.2% | -25.6% | +30.8% | +17.6% |
| 3M | +4.3% | -16.2% | +20.5% | +11.6% |
| 6M | +25.3% | -18.6% | +43.9% | +34.8% |
| YTD | -3.3% | +40.7% | -44.0% | -11.8% |
| 1Y | +20.2% | +59.6% | -39.4% | +4.8% |
| All | +20.2% | +55.9% | -35.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling