-14.4%
CLF vs KEYS
+154.3%
-168.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | -0.4% |
| 7D | -3.5% | +3.5% | -7.0% | -5.5% |
| 30D | -1.6% | -4.5% | +2.9% | +1.0% |
| 3M | -12.0% | -0.4% | -11.6% | -12.9% |
| 6M | +30.0% | +19.1% | +10.8% | +15.1% |
| YTD | -9.2% | +66.7% | -75.8% | -38.0% |
| 1Y | +2.3% | +96.5% | -94.2% | -39.0% |
| 3Y | -14.4% | +155.2% | -169.6% | -56.2% |
| All | -14.4% | +154.3% | -168.7% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling