-45.3%
KEEL vs CLBK
+65.7%
-111.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -13.6% | +4.6% | -18.2% | -14.7% |
| 30D | -39.1% | -1.5% | -37.6% | -38.8% |
| 3M | -48.9% | +4.4% | -53.3% | -49.6% |
| 6M | -35.4% | +31.7% | -67.1% | -40.3% |
| YTD | -10.6% | +58.7% | -69.3% | -20.4% |
| 1Y | -45.3% | +64.9% | -110.2% | -52.9% |
| All | -45.3% | +65.7% | -111.1% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling