+41.2%
KEY vs CLBK
+42.8%
-1.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | +1.2% | +1.0% | +1.4% |
| 30D | -3.0% | +9.1% | -12.1% | -8.7% |
| 3M | +3.3% | +27.7% | -24.4% | -12.9% |
| 6M | +9.2% | +40.8% | -31.6% | -14.1% |
| YTD | +10.6% | +66.4% | -55.7% | -22.8% |
| 1Y | +20.4% | +72.4% | -52.0% | -18.6% |
| 3Y | +121.8% | +50.7% | +71.2% | +61.0% |
| All | +41.2% | +42.8% | -1.6% | +2.3% |
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