-4.9%
CARR vs KEEL
-58.5%
+53.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.0% | -2.7% |
| 7D | -4.2% | -28.6% | +24.4% | -1.9% |
| 30D | -4.7% | -52.4% | +47.7% | +0.5% |
| 3M | -18.3% | -58.0% | +39.7% | -13.4% |
| 6M | -16.4% | -53.3% | +36.8% | -13.1% |
| YTD | +2.3% | -29.8% | +32.1% | +2.4% |
| 1Y | -4.9% | -59.4% | +54.4% | -4.0% |
| All | -4.9% | -58.5% | +53.6% | -4.0% |
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