+10.6%
KR vs CLBK
+65.7%
-55.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | +6.1% | +4.6% | +1.5% | +6.1% |
| 30D | +17.3% | -1.5% | +18.8% | +17.1% |
| 3M | +20.2% | +4.4% | +15.8% | +20.2% |
| 6M | +3.3% | +31.7% | -28.3% | +3.5% |
| YTD | +12.3% | +58.7% | -46.4% | +11.7% |
| 1Y | +10.6% | +64.9% | -54.2% | +11.2% |
| All | +10.6% | +65.7% | -55.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling