+732.7%
CLS vs KEY
+106.2%
+626.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -22.2% | -1.3% | -20.9% | -21.6% |
| 30D | -44.4% | +5.1% | -49.5% | -46.1% |
| 3M | -34.3% | -7.1% | -27.2% | -31.7% |
| 6M | -50.1% | -4.4% | -45.7% | -49.2% |
| YTD | -30.1% | +4.0% | -34.1% | -32.8% |
| 1Y | -39.3% | +23.4% | -62.8% | -47.6% |
| 3Y | +732.7% | +113.9% | +618.8% | +463.1% |
| All | +732.7% | +106.2% | +626.5% | +463.1% |
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 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