-36.2%
CLX vs KEYS
+154.3%
-190.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.2% |
| 7D | -5.7% | +3.5% | -9.2% | -5.7% |
| 30D | -17.0% | -4.5% | -12.5% | -16.9% |
| 3M | -9.7% | -0.4% | -9.3% | -9.8% |
| 6M | -19.8% | +19.1% | -39.0% | -20.9% |
| YTD | -9.8% | +66.7% | -76.5% | -12.5% |
| 1Y | -26.2% | +96.5% | -122.6% | -29.2% |
| 3Y | -36.2% | +155.2% | -191.3% | -44.8% |
| All | -36.2% | +154.3% | -190.5% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling