+120.2%
KEY vs CLX
-14.7%
+134.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.3% | +13.6% | -14.9% | -3.2% |
| 30D | +5.1% | +23.4% | -18.2% | +1.8% |
| 3M | -7.1% | -2.8% | -4.3% | -7.1% |
| 6M | -4.4% | +14.0% | -18.4% | -6.6% |
| YTD | +4.0% | +4.2% | -0.2% | +2.2% |
| 1Y | +23.4% | -1.2% | +24.6% | +22.2% |
| All | +120.2% | -14.7% | +134.9% | +108.1% |
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