+67.2%
CAH vs KEEL
+169.0%
-101.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.5% |
| 7D | +5.4% | +7.8% | -2.4% | +5.7% |
| 30D | +3.3% | -11.7% | +15.0% | +3.0% |
| 3M | +22.8% | -41.5% | +64.3% | +21.1% |
| 6M | +11.3% | +54.9% | -43.6% | +13.6% |
| YTD | +21.1% | +47.7% | -26.5% | +24.3% |
| 1Y | +67.2% | +177.6% | -110.4% | +83.5% |
| All | +67.2% | +169.0% | -101.8% | +83.5% |
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