+524.5%
KEYS vs CLBK
+65.5%
+459.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -1.5% | +4.9% | +4.0% |
| 30D | -4.5% | -1.0% | -3.4% | -4.2% |
| 3M | -0.4% | +22.9% | -23.3% | -7.9% |
| 6M | +19.1% | +44.2% | -25.1% | +3.8% |
| YTD | +66.7% | +64.0% | +2.7% | +37.8% |
| 1Y | +96.5% | +65.7% | +30.8% | +61.5% |
| 3Y | +155.2% | +54.1% | +101.1% | +110.4% |
| 5Y | +88.0% | +44.7% | +43.3% | +48.5% |
| All | +524.5% | +65.5% | +459.0% | +354.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling