+294.5%
KEEL vs CPB
-36.0%
+330.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.9% |
| 7D | +2.9% | -1.8% | +4.7% | +2.1% |
| 30D | +0.8% | -7.1% | +7.9% | -1.5% |
| 3M | -35.3% | -6.0% | -29.3% | -35.7% |
| 6M | +59.4% | -5.3% | +64.6% | +59.6% |
| YTD | +51.9% | -20.8% | +72.8% | +45.9% |
| 1Y | +75.0% | -33.8% | +108.8% | +62.6% |
| 3Y | +224.5% | -43.7% | +268.3% | +190.8% |
| 5Y | -35.9% | -40.7% | +4.8% | -40.6% |
| All | +294.5% | -36.0% | +330.4% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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