+94.2%
KEY vs CPB
-38.9%
+133.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.3% |
| 7D | +2.9% | -1.6% | +4.5% | +3.1% |
| 30D | +8.4% | +19.2% | -10.8% | +6.3% |
| 3M | -5.8% | -0.9% | -4.8% | -5.9% |
| 6M | +5.4% | +15.2% | -9.8% | +3.3% |
| YTD | +7.1% | -13.1% | +20.1% | +8.2% |
| 1Y | +26.8% | -22.4% | +49.2% | +29.9% |
| 3Y | +128.7% | -35.3% | +164.0% | +137.5% |
| 5Y | +13.6% | -33.0% | +46.6% | +16.9% |
| All | +94.2% | -38.9% | +133.1% | +104.5% |
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