+101.0%
CB vs KEEL
-41.3%
+142.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +0.3% |
| 7D | -2.8% | +2.7% | -5.4% | -2.8% |
| 30D | -2.4% | +4.6% | -7.0% | -2.4% |
| 3M | +2.8% | -34.5% | +37.2% | +2.9% |
| 6M | +4.8% | +59.3% | -54.5% | +4.0% |
| YTD | +9.2% | +46.4% | -37.2% | +8.4% |
| 1Y | +22.8% | +96.6% | -73.8% | +21.0% |
| 3Y | +71.1% | +182.0% | -110.8% | +64.5% |
| 5Y | +101.0% | -38.2% | +139.2% | +98.3% |
| All | +101.0% | -41.3% | +142.3% | +98.3% |
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 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