+510.4%
KEYS vs CLBK
+64.7%
+445.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.5% |
| 30D | -1.3% | +6.7% | -8.0% | -3.6% |
| 3M | -0.1% | +21.2% | -21.3% | -7.1% |
| 6M | +17.4% | +42.0% | -24.6% | +2.8% |
| YTD | +62.9% | +63.3% | -0.4% | +34.9% |
| 1Y | +95.7% | +65.4% | +30.4% | +61.0% |
| 3Y | +150.2% | +52.5% | +97.7% | +107.1% |
| 5Y | +83.1% | +42.0% | +41.1% | +46.0% |
| All | +510.4% | +64.7% | +445.6% | +344.5% |
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 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