+280.1%
KEEL vs CLBK
+67.6%
+212.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.6% |
| 7D | +2.7% | -1.4% | +4.1% | +3.4% |
| 30D | +4.6% | +4.5% | 0.0% | +2.0% |
| 3M | -34.5% | +22.8% | -57.3% | -41.7% |
| 6M | +59.3% | +43.4% | +15.8% | +30.1% |
| YTD | +46.4% | +64.1% | -17.7% | +10.2% |
| 1Y | +96.6% | +67.6% | +29.0% | +45.7% |
| 3Y | +182.0% | +53.3% | +128.7% | +122.8% |
| 5Y | -38.2% | +44.8% | -83.1% | -51.1% |
| All | +280.1% | +67.6% | +212.5% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling