+1,628.1%
CLS vs KEY
+120.9%
+1,507.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -22.2% | -1.3% | -20.9% | -21.7% |
| 30D | -44.4% | +5.1% | -49.5% | -45.8% |
| 3M | -34.3% | -7.1% | -27.2% | -32.3% |
| 6M | -50.1% | -4.4% | -45.7% | -49.3% |
| YTD | -30.1% | +4.0% | -34.1% | -32.1% |
| 1Y | -39.3% | +23.4% | -62.8% | -45.6% |
| 3Y | +732.7% | +113.9% | +618.8% | +478.3% |
| 5Y | +1,777.2% | +12.3% | +1,764.9% | +1,549.9% |
| All | +1,628.1% | +120.9% | +1,507.2% | +1,058.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling