+394.0%
CAH vs KEEL
-34.6%
+428.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -0.6% |
| 7D | -5.1% | +2.9% | -8.0% | -5.1% |
| 30D | +0.2% | +0.8% | -0.7% | +0.2% |
| 3M | +6.3% | -35.3% | +41.6% | +6.5% |
| 6M | +9.4% | +59.4% | -50.0% | +8.7% |
| YTD | +15.0% | +51.9% | -37.0% | +14.2% |
| 1Y | +55.4% | +75.0% | -19.6% | +53.2% |
| 3Y | +173.8% | +224.5% | -50.7% | +160.3% |
| All | +394.0% | -34.6% | +428.6% | +382.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling