+12.2%
KEY vs CLBK
+24.6%
-12.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | +5.1% | +2.9% | +2.3% | +3.1% |
| 3M | -7.1% | +3.0% | -10.1% | -9.3% |
| 6M | -4.4% | +27.3% | -31.7% | -19.5% |
| YTD | +4.0% | +58.0% | -54.0% | -25.0% |
| 1Y | +23.4% | +62.4% | -39.0% | -12.8% |
| 3Y | +113.9% | +46.9% | +67.0% | +57.2% |
| All | +12.2% | +24.6% | -12.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling