+61.1%
KEY vs CLBK
+64.7%
-3.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.8% |
| 7D | -0.3% | -1.5% | +1.1% | +0.9% |
| 30D | -3.3% | +6.7% | -10.0% | -8.7% |
| 3M | -0.7% | +21.2% | -21.9% | -16.5% |
| 6M | +12.5% | +42.0% | -29.5% | -17.7% |
| YTD | +8.4% | +63.3% | -54.9% | -30.4% |
| 1Y | +18.4% | +65.4% | -46.9% | -25.6% |
| 3Y | +123.3% | +52.5% | +70.9% | +43.4% |
| 5Y | +38.8% | +42.0% | -3.2% | -13.2% |
| All | +61.1% | +64.7% | -3.6% | -11.9% |
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 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