+145.7%
CB vs KEEL
+283.4%
-137.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -1.9% |
| 7D | +0.5% | +7.8% | -7.3% | +0.5% |
| 30D | -3.1% | -11.7% | +8.6% | -3.1% |
| 3M | +9.0% | -41.5% | +50.4% | +9.1% |
| 6M | +2.9% | +54.9% | -52.1% | +2.3% |
| YTD | +10.1% | +47.7% | -37.6% | +9.5% |
| 1Y | +22.8% | +177.6% | -154.8% | +21.0% |
| 3Y | +73.8% | +164.9% | -91.1% | +69.7% |
| 5Y | +99.2% | -45.9% | +145.0% | +95.1% |
| All | +145.7% | +283.4% | -137.7% | +137.0% |
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