+309.9%
KEEL vs CPB
-33.3%
+343.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.3% |
| 7D | +19.3% | -8.0% | +27.3% | +15.9% |
| 30D | +9.1% | -2.4% | +11.5% | +8.7% |
| 3M | -31.5% | +0.5% | -32.1% | -30.2% |
| 6M | +75.8% | -10.5% | +86.3% | +74.1% |
| YTD | +57.9% | -17.5% | +75.4% | +54.2% |
| 1Y | +133.3% | -31.0% | +164.4% | +120.3% |
| 3Y | +204.1% | -40.6% | +244.7% | +177.8% |
| 5Y | -37.5% | -37.7% | +0.2% | -41.1% |
| All | +309.9% | -33.3% | +343.2% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling