-4.4%
CLX vs KEYS
+1,049.9%
-1,054.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.5% |
| 7D | -5.7% | +3.5% | -9.2% | -6.0% |
| 30D | -17.0% | -4.5% | -12.5% | -16.8% |
| 3M | -9.7% | -0.4% | -9.3% | -10.0% |
| 6M | -19.8% | +19.1% | -39.0% | -21.7% |
| YTD | -9.8% | +66.7% | -76.5% | -15.2% |
| 1Y | -26.2% | +96.5% | -122.6% | -31.9% |
| 3Y | -36.2% | +155.2% | -191.3% | -43.5% |
| 5Y | -38.3% | +88.0% | -126.3% | -44.1% |
| All | -4.4% | +1,049.9% | -1,054.3% | -32.5% |
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