+1,013.4%
KEY vs CPB
+366.5%
+646.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -3.0% |
| 7D | -2.5% | +11.6% | -14.0% | -5.8% |
| 30D | +4.1% | +23.3% | -19.2% | -2.7% |
| 3M | -8.4% | +1.6% | -10.0% | -9.5% |
| 6M | -2.3% | +13.9% | -16.2% | -7.4% |
| YTD | +4.6% | -11.7% | +16.2% | +6.6% |
| 1Y | +24.6% | -18.2% | +42.8% | +30.0% |
| 3Y | +112.8% | -35.2% | +148.0% | +133.9% |
| 5Y | +12.9% | -30.5% | +43.5% | +19.0% |
| 10Y | +126.7% | -37.1% | +163.8% | +130.9% |
| All | +1,013.4% | +366.5% | +646.8% | +484.7% |
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