-69.3%
CPNG vs KEYS
+145.4%
-214.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.3% |
| 7D | -1.1% | +3.5% | -4.6% | -2.6% |
| 30D | -7.4% | -4.5% | -2.9% | -5.9% |
| 3M | -12.3% | -0.4% | -11.9% | -14.2% |
| 6M | -19.4% | +19.1% | -38.6% | -28.5% |
| YTD | -35.9% | +66.7% | -102.6% | -53.6% |
| 1Y | -53.4% | +96.5% | -149.9% | -69.6% |
| 3Y | -20.0% | +155.2% | -175.2% | -59.5% |
| 5Y | -49.6% | +88.0% | -137.6% | -71.1% |
| All | -69.3% | +145.4% | -214.7% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling