+12.2%
KEY vs CPB
-31.3%
+43.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -1.3% | +8.0% | -9.3% | -2.0% |
| 30D | +5.1% | +22.4% | -17.2% | +3.0% |
| 3M | -7.1% | +2.5% | -9.6% | -7.6% |
| 6M | -4.4% | +12.2% | -16.6% | -6.0% |
| YTD | +4.0% | -12.8% | +16.8% | +5.1% |
| 1Y | +23.4% | -19.2% | +42.6% | +26.0% |
| 3Y | +113.9% | -35.6% | +149.5% | +121.0% |
| All | +12.2% | -31.3% | +43.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling