+41.2%
KEY vs CLX
-34.6%
+75.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.2% | -9.2% | +11.4% | +3.9% |
| 30D | -3.0% | -11.0% | +8.0% | -1.1% |
| 3M | +3.3% | +5.0% | -1.7% | +2.2% |
| 6M | +9.2% | -18.8% | +28.0% | +12.8% |
| YTD | +10.6% | -4.4% | +15.1% | +10.6% |
| 1Y | +20.4% | -21.9% | +42.2% | +24.9% |
| 3Y | +121.8% | -32.8% | +154.6% | +132.0% |
| All | +41.2% | -34.6% | +75.8% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling