+58.7%
KEY vs CLBK
+62.9%
-4.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +0.9% |
| 7D | -0.4% | +1.8% | -2.2% | -1.8% |
| 30D | +7.2% | +5.1% | +2.1% | +2.7% |
| 3M | -4.9% | +5.2% | -10.1% | -9.5% |
| 6M | +1.1% | +28.6% | -27.5% | -19.6% |
| YTD | +6.8% | +61.4% | -54.6% | -31.0% |
| 1Y | +23.3% | +64.7% | -41.4% | -22.0% |
| 3Y | +126.1% | +55.1% | +71.0% | +41.6% |
| 5Y | +15.2% | +28.4% | -13.2% | -19.0% |
| All | +58.7% | +62.9% | -4.1% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling