+3,269.5%
CLS vs KEY
+40.7%
+3,228.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +2.2% | +2.4% | +3.6% |
| 30D | -13.9% | -3.0% | -10.9% | -12.6% |
| 3M | -26.6% | +3.3% | -29.9% | -27.6% |
| 6M | +15.4% | +9.2% | +6.2% | +11.1% |
| YTD | +5.7% | +10.6% | -5.0% | +0.7% |
| 1Y | +41.1% | +20.4% | +20.7% | +29.1% |
| 3Y | +1,228.6% | +121.8% | +1,106.7% | +869.3% |
| All | +3,269.5% | +40.7% | +3,228.8% | +2,591.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling