+3,321.5%
CLS vs KEYS
+1,086.4%
+2,235.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +20.1% | +2.9% | +17.2% | +18.0% |
| 30D | +6.0% | -1.3% | +7.4% | +7.2% |
| 3M | -10.3% | -0.1% | -10.2% | -9.6% |
| 6M | +24.5% | +17.4% | +7.1% | +15.8% |
| YTD | +12.9% | +62.9% | -50.1% | -14.9% |
| 1Y | +36.7% | +95.7% | -59.1% | -6.8% |
| 3Y | +1,328.1% | +150.2% | +1,177.9% | +778.1% |
| 5Y | +3,682.3% | +83.1% | +3,599.2% | +2,538.0% |
| 10Y | +3,038.3% | +1,020.9% | +2,017.4% | +1,017.1% |
| All | +3,321.5% | +1,086.4% | +2,235.1% | +1,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling