+41.1%
CLS vs KEYS
+98.0%
-56.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.4% |
| 7D | +4.6% | +2.3% | +2.3% | +2.6% |
| 30D | -13.9% | -2.6% | -11.3% | -11.8% |
| 3M | -26.6% | -4.6% | -21.9% | -23.2% |
| 6M | +15.4% | +8.7% | +6.7% | +10.7% |
| YTD | +5.7% | +61.0% | -55.4% | -27.6% |
| 1Y | +41.1% | +96.0% | -54.9% | -17.0% |
| All | +41.1% | +98.0% | -56.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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