-26.8%
CLS vs KEY
+23.0%
-49.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -30.1% | +6.7% | -36.8% | -31.7% |
| 3M | -21.7% | -4.6% | -17.1% | -19.8% |
| 6M | -36.2% | +2.6% | -38.8% | -37.2% |
| YTD | -17.8% | +7.0% | -24.8% | -22.7% |
| 1Y | -26.8% | +23.5% | -50.3% | -38.1% |
| All | -26.8% | +23.0% | -49.8% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling