-50.5%
CPNG vs KEEL
-34.6%
-15.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.6% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | -7.4% | +0.8% | -8.2% | -8.1% |
| 3M | -12.3% | -35.3% | +23.0% | -9.1% |
| 6M | -19.4% | +59.4% | -78.8% | -27.2% |
| YTD | -35.9% | +51.9% | -87.8% | -42.3% |
| 1Y | -53.4% | +75.0% | -128.4% | -60.5% |
| 3Y | -20.0% | +224.5% | -244.5% | -48.7% |
| All | -50.5% | -34.6% | -15.8% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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