+35.0%
CAH vs KEEL
-45.0%
+80.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +3.4% |
| 7D | +7.0% | -13.6% | +20.6% | +6.6% |
| 30D | +12.4% | -39.1% | +51.5% | +10.7% |
| 3M | +12.2% | -48.9% | +61.1% | +10.2% |
| 6M | +33.2% | -35.4% | +68.6% | +31.7% |
| YTD | +28.4% | -10.6% | +39.0% | +28.7% |
| 1Y | +35.0% | -45.3% | +80.4% | +35.3% |
| All | +35.0% | -45.0% | +80.0% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling