+59.1%
KEY vs CLBK
+60.9%
-1.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +2.9% | +0.9% | +2.0% | +2.2% |
| 30D | +8.4% | +3.4% | +5.0% | +5.3% |
| 3M | -5.8% | -4.3% | -1.5% | -2.6% |
| 6M | +5.4% | +28.4% | -22.9% | -16.0% |
| YTD | +7.1% | +59.4% | -52.4% | -30.2% |
| 1Y | +26.8% | +64.8% | -38.0% | -19.9% |
| 3Y | +128.7% | +50.6% | +78.1% | +47.3% |
| 5Y | +13.6% | +28.3% | -14.6% | -20.4% |
| All | +59.1% | +60.9% | -1.7% | -11.6% |
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