-35.3%
KEEL vs CLBK
+43.5%
-78.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.9% | -1.5% | +4.3% | +3.7% |
| 30D | +0.8% | -1.0% | +1.9% | +1.3% |
| 3M | -35.3% | +22.9% | -58.2% | -43.4% |
| 6M | +59.4% | +44.2% | +15.2% | +26.2% |
| YTD | +51.9% | +64.0% | -12.1% | +9.9% |
| 1Y | +75.0% | +65.7% | +9.3% | +24.9% |
| 3Y | +224.5% | +54.1% | +170.5% | +147.2% |
| All | -35.3% | +43.5% | -78.8% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling