+58.2%
KEY vs CLBK
+63.3%
-5.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.5% | +2.9% | -2.4% | -1.8% |
| 30D | +6.9% | +5.4% | +1.5% | +2.1% |
| 3M | -5.0% | +5.8% | -10.8% | -10.0% |
| 6M | +0.7% | +28.9% | -28.2% | -20.0% |
| YTD | +6.5% | +61.8% | -55.4% | -31.4% |
| 1Y | +22.6% | +63.1% | -40.5% | -21.8% |
| 3Y | +125.3% | +55.3% | +70.0% | +41.0% |
| 5Y | +13.9% | +28.0% | -14.1% | -19.5% |
| All | +58.2% | +63.3% | -5.1% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling