+107.8%
CB vs KEEL
-78.9%
+186.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.1% |
| 7D | +2.9% | -0.5% | +3.5% | +2.9% |
| 30D | +7.3% | -27.1% | +34.4% | +7.3% |
| 3M | +9.4% | -43.8% | +53.2% | +9.3% |
| 6M | +19.6% | -55.2% | +74.8% | +19.4% |
| YTD | +21.5% | -20.9% | +42.3% | +20.6% |
| 1Y | +28.0% | -28.5% | +56.5% | +27.1% |
| 3Y | +74.9% | +66.1% | +8.8% | +67.9% |
| All | +107.8% | -78.9% | +186.7% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling