+953.7%
KEYS vs CPB
-18.6%
+972.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.3% | -2.3% |
| 7D | +9.4% | -1.6% | +10.9% | +9.5% |
| 30D | -16.8% | +19.2% | -36.0% | -17.8% |
| 3M | -15.9% | -0.9% | -14.9% | -15.8% |
| 6M | -17.6% | +15.2% | -32.8% | -19.1% |
| YTD | +46.5% | -13.1% | +59.6% | +48.4% |
| 1Y | +66.9% | -22.4% | +89.3% | +71.5% |
| 3Y | +141.4% | -35.3% | +176.7% | +151.5% |
| 5Y | +59.5% | -33.0% | +92.5% | +63.5% |
| 10Y | +761.1% | -39.2% | +800.3% | +805.3% |
| All | +953.7% | -18.6% | +972.4% | +812.1% |
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