-35.3%
CLS vs KEY
+22.7%
-58.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +6.8% |
| 7D | -10.6% | -0.4% | -10.2% | -10.4% |
| 30D | -38.4% | +7.2% | -45.7% | -39.9% |
| 3M | -29.9% | -4.9% | -25.0% | -28.1% |
| 6M | -40.6% | +1.1% | -41.7% | -41.1% |
| YTD | -24.6% | +6.8% | -31.4% | -29.2% |
| All | -35.3% | +22.7% | -58.0% | -45.8% |
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