+44.8%
CLF vs KEYS
+1,086.4%
-1,041.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -2.7% | +2.9% | -5.6% | -4.4% |
| 30D | -3.2% | -1.3% | -1.9% | -2.5% |
| 3M | -5.0% | -0.1% | -4.8% | -6.1% |
| 6M | +26.6% | +17.4% | +9.2% | +12.3% |
| YTD | -9.0% | +62.9% | -71.9% | -36.9% |
| 1Y | +11.8% | +95.7% | -83.9% | -32.0% |
| 3Y | -15.1% | +150.2% | -165.3% | -56.3% |
| 5Y | -48.2% | +83.1% | -131.3% | -68.4% |
| 10Y | +127.6% | +1,020.9% | -893.3% | -60.1% |
| All | +44.8% | +1,086.4% | -1,041.6% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling