-5.6%
CLX vs KEYS
+55.9%
-61.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.3% | +12.0% | +5.1% |
| 7D | +14.2% | -14.8% | +29.0% | +12.8% |
| 30D | +22.7% | -25.6% | +48.3% | +20.3% |
| 3M | -2.8% | -16.2% | +13.5% | -3.9% |
| 6M | +17.7% | -18.6% | +36.3% | +16.3% |
| YTD | +3.3% | +40.7% | -37.3% | +1.5% |
| 1Y | -5.6% | +59.6% | -65.2% | -8.7% |
| All | -5.6% | +55.9% | -61.6% | -8.7% |
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