+27.6%
CAVA vs KEEL
+218.7%
-191.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.9% |
| 7D | -8.0% | +2.9% | -10.9% | -8.5% |
| 30D | -19.6% | +0.8% | -20.4% | -20.1% |
| 3M | -36.7% | -35.3% | -1.4% | -34.1% |
| 6M | -30.6% | +59.4% | -90.0% | -38.9% |
| YTD | -4.8% | +51.9% | -56.7% | -16.6% |
| 1Y | -13.1% | +75.0% | -88.1% | -30.2% |
| 3Y | +48.8% | +224.5% | -175.8% | -7.2% |
| All | +27.6% | +218.7% | -191.1% | -13.8% |
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