+145.4%
KEYS vs CLBK
+52.3%
+93.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -5.3% | +4.5% | -9.8% | -6.7% |
| 3M | +0.5% | +22.8% | -22.3% | -6.7% |
| 6M | +14.0% | +43.4% | -29.4% | -0.1% |
| YTD | +60.3% | +64.1% | -3.8% | +32.7% |
| 1Y | +91.3% | +67.6% | +23.8% | +56.7% |
| All | +145.4% | +52.3% | +93.0% | +101.5% |
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