+3,154.0%
CLS vs KEYS
+1,049.9%
+2,104.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +4.0% |
| 7D | +10.9% | +3.5% | +7.5% | +8.6% |
| 30D | +2.1% | -4.5% | +6.6% | +5.4% |
| 3M | -10.2% | -0.4% | -9.8% | -9.4% |
| 6M | +30.4% | +19.1% | +11.2% | +19.6% |
| YTD | +17.2% | +66.7% | -49.4% | -14.4% |
| 1Y | +41.0% | +96.5% | -55.4% | -6.4% |
| 3Y | +1,338.0% | +155.2% | +1,182.8% | +745.8% |
| 5Y | +3,860.6% | +88.0% | +3,772.6% | +2,545.2% |
| All | +3,154.0% | +1,049.9% | +2,104.1% | +1,131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling