+1,751.5%
CLS vs KEY
+121.9%
+1,629.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +6.6% |
| 7D | -10.6% | -0.4% | -10.2% | -10.3% |
| 30D | -38.4% | +7.2% | -45.7% | -40.5% |
| 3M | -29.9% | -4.9% | -25.0% | -28.4% |
| 6M | -40.6% | +1.1% | -41.7% | -41.3% |
| YTD | -24.6% | +6.8% | -31.4% | -27.6% |
| 1Y | -30.8% | +23.3% | -54.1% | -37.9% |
| 3Y | +811.7% | +126.1% | +685.7% | +517.1% |
| 5Y | +1,838.4% | +15.2% | +1,823.2% | +1,584.3% |
| 10Y | +1,751.5% | +113.6% | +1,637.9% | +1,109.3% |
| All | +1,751.5% | +121.9% | +1,629.6% | +1,109.3% |
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