+128.7%
KEY vs CLX
-6.4%
+135.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +2.9% | +9.5% | -6.6% | +1.5% |
| 30D | +8.4% | +30.7% | -22.3% | +4.0% |
| 3M | -5.8% | +4.2% | -10.0% | -6.8% |
| 6M | +5.4% | +22.1% | -16.7% | +1.8% |
| YTD | +7.1% | +14.1% | -7.0% | +3.7% |
| 1Y | +26.8% | +10.3% | +16.5% | +23.4% |
| 3Y | +128.7% | -7.8% | +136.5% | +115.9% |
| All | +128.7% | -6.4% | +135.1% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling