-39.7%
CAG vs KEEL
+197.5%
-237.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.6% |
| 7D | -5.7% | +2.9% | -8.6% | -5.6% |
| 30D | -2.4% | +0.8% | -3.3% | -2.2% |
| 3M | +9.8% | -35.3% | +45.1% | +9.1% |
| 6M | -10.8% | +59.4% | -70.2% | -9.7% |
| YTD | -10.8% | +51.9% | -62.7% | -9.7% |
| 1Y | -19.0% | +75.0% | -94.0% | -17.9% |
| 3Y | -39.7% | +224.5% | -264.2% | -41.3% |
| All | -39.7% | +197.5% | -237.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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