+29.6%
KEY vs CLBK
+65.7%
-36.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +1.7% | +4.6% | -2.9% | -0.2% |
| 30D | +6.8% | -1.5% | +8.3% | +7.4% |
| 3M | -5.8% | +4.4% | -10.2% | -7.6% |
| 6M | +1.4% | +31.7% | -30.2% | -11.1% |
| YTD | +7.5% | +58.7% | -51.2% | -13.6% |
| 1Y | +29.6% | +64.9% | -35.2% | +0.5% |
| All | +29.6% | +65.7% | -36.1% | +0.5% |
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