+80.8%
KEYS vs CLBK
+41.8%
+38.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | -5.3% | +4.5% | -9.8% | -6.4% |
| 3M | +0.5% | +22.8% | -22.3% | -5.3% |
| 6M | +14.0% | +43.4% | -29.4% | +2.7% |
| YTD | +60.3% | +64.1% | -3.8% | +38.2% |
| 1Y | +91.3% | +67.6% | +23.8% | +63.8% |
| 3Y | +146.1% | +53.3% | +92.9% | +112.6% |
| 5Y | +80.8% | +44.8% | +36.0% | +50.1% |
| All | +80.8% | +41.8% | +38.9% | +50.1% |
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