+69.7%
CPRT vs KEEL
+309.9%
-240.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.4% | +19.3% | -19.7% | -1.1% |
| 30D | +8.2% | +9.1% | -0.9% | +7.7% |
| 3M | +2.3% | -31.5% | +33.8% | +3.1% |
| 6M | -14.7% | +75.8% | -90.6% | -17.9% |
| YTD | -18.2% | +57.9% | -76.1% | -21.2% |
| 1Y | -33.4% | +133.3% | -166.7% | -37.8% |
| 3Y | -28.3% | +204.1% | -232.4% | -36.5% |
| 5Y | -9.8% | -37.5% | +27.7% | -18.9% |
| All | +69.7% | +309.9% | -240.2% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling