+128.7%
KEY vs CLBK
+54.0%
+74.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | +8.4% | +3.4% | +5.0% | +6.2% |
| 3M | -5.8% | -4.3% | -1.5% | -3.5% |
| 6M | +5.4% | +28.4% | -22.9% | -10.2% |
| YTD | +7.1% | +59.4% | -52.4% | -20.9% |
| 1Y | +26.8% | +64.8% | -38.0% | -8.5% |
| 3Y | +128.7% | +50.6% | +78.1% | +67.7% |
| All | +128.7% | +54.0% | +74.7% | +67.7% |
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 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