+30.6%
CLX vs KEYS
+1,086.4%
-1,055.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -4.9% | +2.9% | -7.9% | -5.2% |
| 30D | -15.8% | -1.3% | -14.5% | -15.8% |
| 3M | -7.9% | -0.1% | -7.8% | -8.3% |
| 6M | -19.0% | +17.4% | -36.4% | -20.8% |
| YTD | -7.9% | +62.9% | -70.8% | -13.1% |
| 1Y | -25.4% | +95.7% | -121.1% | -31.0% |
| 3Y | -35.0% | +150.2% | -185.2% | -42.2% |
| 5Y | -36.8% | +83.1% | -119.9% | -42.4% |
| 10Y | -1.4% | +1,020.9% | -1,022.4% | -26.8% |
| All | +30.6% | +1,086.4% | -1,055.8% | +0.9% |
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 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