+113.9%
KEY vs CLBK
+44.9%
+69.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | +5.1% | +2.9% | +2.3% | +3.3% |
| 3M | -7.1% | +3.0% | -10.1% | -9.0% |
| 6M | -4.4% | +27.3% | -31.7% | -18.2% |
| YTD | +4.0% | +58.0% | -54.0% | -22.8% |
| 1Y | +23.4% | +62.4% | -39.0% | -10.1% |
| 3Y | +113.9% | +46.9% | +67.0% | +60.0% |
| All | +113.9% | +44.9% | +69.1% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling