+58.7%
CPRT vs KEEL
+294.5%
-235.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.7% |
| 7D | -11.2% | +2.9% | -14.1% | -11.3% |
| 30D | +3.3% | +0.8% | +2.5% | +3.1% |
| 3M | -3.6% | -35.3% | +31.8% | -2.6% |
| 6M | -15.8% | +59.4% | -75.1% | -18.5% |
| YTD | -23.5% | +51.9% | -75.4% | -26.2% |
| 1Y | -38.8% | +75.0% | -113.8% | -42.0% |
| 3Y | -33.4% | +224.5% | -258.0% | -41.2% |
| 5Y | -16.4% | -35.9% | +19.5% | -24.7% |
| All | +58.7% | +294.5% | -235.8% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling