-50.8%
CLS vs KEY
-1.9%
-48.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.7% | -10.3% | -12.7% |
| 7D | -27.3% | -2.5% | -24.8% | -26.9% |
| 30D | -47.0% | +4.1% | -51.1% | -47.2% |
| 3M | -43.3% | -8.4% | -35.0% | -41.1% |
| 6M | -50.8% | -2.3% | -48.5% | -48.8% |
| All | -50.8% | -1.9% | -48.9% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling