+975.1%
KEYS vs CPB
-45.5%
+1,020.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.3% |
| 7D | +0.9% | -5.4% | +6.3% | +1.4% |
| 30D | -5.3% | -7.8% | +2.6% | -4.8% |
| 3M | +0.5% | -6.9% | +7.4% | +0.8% |
| 6M | +14.0% | -12.2% | +26.2% | +15.0% |
| YTD | +60.3% | -21.1% | +81.3% | +63.5% |
| 1Y | +91.3% | -33.5% | +124.8% | +99.4% |
| 3Y | +146.1% | -43.2% | +189.3% | +159.3% |
| 5Y | +80.8% | -40.9% | +121.7% | +87.2% |
| All | +975.1% | -45.5% | +1,020.6% | +1,062.5% |
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