+132.5%
CNP vs KEYS
+1,049.9%
-917.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.8% |
| 7D | -1.4% | +3.5% | -4.9% | -2.0% |
| 30D | -2.9% | -4.5% | +1.5% | -2.2% |
| 3M | -7.5% | -0.4% | -7.1% | -8.1% |
| 6M | -7.9% | +19.1% | -27.0% | -12.0% |
| YTD | +3.7% | +66.7% | -62.9% | -8.5% |
| 1Y | +4.6% | +96.5% | -91.9% | -11.5% |
| 3Y | +49.1% | +155.2% | -106.0% | +14.7% |
| 5Y | +69.2% | +88.0% | -18.8% | +38.4% |
| All | +132.5% | +1,049.9% | -917.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling