+52.0%
KR vs CLBK
+43.5%
+8.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | +5.1% | -1.0% | +6.1% | +5.1% |
| 3M | -8.2% | +22.9% | -31.1% | -9.9% |
| 6M | -18.0% | +44.2% | -62.2% | -20.8% |
| YTD | -4.8% | +64.0% | -68.7% | -9.2% |
| 1Y | -11.0% | +65.7% | -76.7% | -15.4% |
| 3Y | +37.7% | +54.1% | -16.4% | +30.6% |
| All | +52.0% | +43.5% | +8.6% | +30.6% |
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