+1,058.3%
KEYS vs CPB
-24.6%
+1,082.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.7% |
| 7D | +2.3% | -8.6% | +10.9% | +3.0% |
| 30D | -2.6% | -7.2% | +4.6% | -2.1% |
| 3M | -4.6% | +0.9% | -5.5% | -5.2% |
| 6M | +8.7% | -11.8% | +20.5% | +9.7% |
| YTD | +61.0% | -19.4% | +80.4% | +64.0% |
| 1Y | +96.0% | -30.4% | +126.4% | +103.2% |
| 3Y | +144.4% | -40.2% | +184.6% | +155.9% |
| 5Y | +80.5% | -39.5% | +120.0% | +86.8% |
| 10Y | +974.9% | -47.4% | +1,022.3% | +1,046.9% |
| All | +1,058.3% | -24.6% | +1,082.8% | +908.0% |
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