+3,860.6%
CLS vs KEYS
+87.1%
+3,773.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +3.3% |
| 7D | +10.9% | +3.5% | +7.5% | +8.1% |
| 30D | +2.1% | -4.5% | +6.6% | +6.1% |
| 3M | -10.2% | -0.4% | -9.8% | -9.5% |
| 6M | +30.4% | +19.1% | +11.2% | +16.6% |
| YTD | +17.2% | +66.7% | -49.4% | -21.7% |
| 1Y | +41.0% | +96.5% | -55.4% | -17.0% |
| 3Y | +1,338.0% | +155.2% | +1,182.8% | +620.7% |
| All | +3,860.6% | +87.1% | +3,773.5% | +2,107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling