+421.5%
CARR vs KEEL
+950.0%
-528.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.3% | +1.2% |
| 7D | -3.8% | +2.9% | -6.7% | -4.0% |
| 30D | -8.9% | +0.8% | -9.8% | -9.2% |
| 3M | -17.3% | -35.3% | +18.0% | -15.7% |
| 6M | -1.4% | +59.4% | -60.8% | -5.8% |
| YTD | +10.0% | +51.9% | -41.9% | +4.7% |
| 1Y | -6.4% | +75.0% | -81.4% | -13.2% |
| 3Y | +1.5% | +224.5% | -223.0% | -14.2% |
| 5Y | +9.3% | -35.9% | +45.2% | -5.3% |
| All | +421.5% | +950.0% | -528.5% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling