+1,078.2%
KEY vs CPB
+325.7%
+752.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | +2.2% | -8.6% | +10.8% | +4.9% |
| 30D | -3.0% | -7.2% | +4.2% | -1.0% |
| 3M | +3.3% | +0.9% | +2.4% | +2.2% |
| 6M | +9.2% | -11.8% | +21.0% | +12.3% |
| YTD | +10.6% | -19.4% | +30.1% | +16.6% |
| 1Y | +20.4% | -30.4% | +50.8% | +32.4% |
| 3Y | +121.8% | -40.2% | +162.0% | +150.6% |
| 5Y | +41.1% | -39.5% | +80.6% | +56.2% |
| 10Y | +168.5% | -47.4% | +215.9% | +192.5% |
| All | +1,078.2% | +325.7% | +752.5% | +539.5% |
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 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