+108.0%
KEY vs CLX
+20.0%
+88.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.3% | +13.6% | -14.9% | -2.2% |
| 30D | +5.1% | +23.4% | -18.2% | +3.5% |
| 3M | -7.1% | -2.8% | -4.3% | -7.1% |
| 6M | -4.4% | +14.0% | -18.4% | -5.5% |
| YTD | +4.0% | +4.2% | -0.2% | +3.3% |
| 1Y | +23.4% | -1.2% | +24.6% | +22.9% |
| 3Y | +113.9% | -12.7% | +126.6% | +114.4% |
| 5Y | +12.3% | -26.5% | +38.8% | +12.0% |
| All | +108.0% | +20.0% | +88.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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