-4.6%
CARR vs KEEL
+169.0%
-173.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.9% |
| 7D | +1.6% | +7.8% | -6.2% | +1.1% |
| 30D | -8.7% | -11.7% | +3.0% | -8.3% |
| 3M | -12.6% | -41.5% | +28.9% | -11.2% |
| 6M | -1.5% | +54.9% | -56.5% | -3.6% |
| YTD | +14.3% | +47.7% | -33.4% | +11.6% |
| 1Y | -4.6% | +177.6% | -182.2% | -1.2% |
| All | -4.6% | +169.0% | -173.6% | -1.2% |
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