+177.6%
KEEL vs CLBK
+73.3%
+104.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.8% | +1.2% | +6.6% | +7.2% |
| 30D | -11.7% | +9.1% | -20.8% | -15.2% |
| 3M | -41.5% | +27.7% | -69.2% | -47.5% |
| 6M | +54.9% | +40.8% | +14.1% | +31.5% |
| YTD | +47.7% | +66.4% | -18.7% | +15.7% |
| 1Y | +177.6% | +72.4% | +105.2% | +123.9% |
| All | +177.6% | +73.3% | +104.3% | +123.9% |
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