+2,029.3%
CLS vs KEY
+95.2%
+1,934.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | +1.8% | +21.8% | +22.6% |
| 30D | -28.9% | +7.1% | -36.1% | -31.2% |
| 3M | -25.2% | -5.9% | -19.2% | -23.3% |
| 6M | -32.1% | +2.2% | -34.3% | -33.2% |
| YTD | -14.1% | +6.4% | -20.5% | -17.3% |
| 1Y | -24.1% | +24.8% | -48.8% | -32.2% |
| 3Y | +897.0% | +125.2% | +771.7% | +575.2% |
| 5Y | +2,089.9% | +13.0% | +2,077.0% | +1,821.1% |
| All | +2,029.3% | +95.2% | +1,934.1% | +1,254.7% |
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 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