+212.7%
KEEL vs CPB
-43.2%
+255.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.0% | -9.6% |
| 7D | +2.7% | -5.4% | +8.1% | -0.5% |
| 30D | +4.6% | -7.8% | +12.4% | +0.5% |
| 3M | -34.5% | -6.9% | -27.5% | -35.3% |
| 6M | +59.3% | -12.2% | +71.4% | +54.3% |
| YTD | +46.4% | -21.1% | +67.5% | +38.0% |
| 1Y | +96.6% | -33.5% | +130.1% | +79.0% |
| All | +212.7% | -43.2% | +255.9% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling