+58.2%
KEYS vs CPB
-33.2%
+91.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -1.8% |
| 7D | +9.4% | -1.6% | +10.9% | +9.2% |
| 30D | -16.8% | +19.2% | -36.0% | -15.2% |
| 3M | -15.9% | -0.9% | -14.9% | -15.1% |
| 6M | -17.6% | +15.2% | -32.8% | -16.6% |
| YTD | +46.5% | -13.1% | +59.6% | +49.3% |
| 1Y | +66.9% | -22.4% | +89.3% | +71.0% |
| 3Y | +141.4% | -35.3% | +176.7% | +147.4% |
| All | +58.2% | -33.2% | +91.4% | +64.2% |
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