+144.1%
CB vs KEEL
+294.5%
-150.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.2% |
| 7D | -0.7% | +2.9% | -3.6% | -0.7% |
| 30D | -1.2% | +0.8% | -2.0% | -1.2% |
| 3M | +3.8% | -35.3% | +39.1% | +3.9% |
| 6M | +5.8% | +59.4% | -53.6% | +5.2% |
| YTD | +9.4% | +51.9% | -42.6% | +8.7% |
| 1Y | +20.7% | +75.0% | -54.3% | +19.5% |
| 3Y | +70.1% | +224.5% | -154.5% | +65.7% |
| 5Y | +101.4% | -35.9% | +137.3% | +97.0% |
| All | +144.1% | +294.5% | -150.4% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling