+149.4%
KEYS vs CPB
-40.6%
+190.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +2.9% | -8.0% | +10.9% | +2.1% |
| 30D | -1.3% | -2.4% | +1.1% | -1.5% |
| 3M | -0.1% | +0.5% | -0.7% | +0.1% |
| 6M | +17.4% | -10.5% | +27.8% | +17.8% |
| YTD | +62.9% | -17.5% | +80.4% | +63.8% |
| 1Y | +95.7% | -31.0% | +126.8% | +98.5% |
| All | +149.4% | -40.6% | +190.0% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling