+848.2%
CLS vs KEY
+127.4%
+720.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.3% |
| 30D | -30.1% | +6.7% | -36.8% | -32.7% |
| 3M | -21.7% | -4.6% | -17.1% | -19.8% |
| 6M | -36.2% | +2.6% | -38.8% | -37.7% |
| YTD | -17.8% | +7.0% | -24.8% | -22.2% |
| 1Y | -26.8% | +23.5% | -50.3% | -36.6% |
| All | +848.2% | +127.4% | +720.7% | +520.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling