-46.8%
CCL vs KEEL
+294.5%
-341.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.8% |
| 7D | -3.2% | +2.9% | -6.1% | -3.6% |
| 30D | -17.8% | +0.8% | -18.6% | -18.3% |
| 3M | -18.7% | -35.3% | +16.7% | -16.2% |
| 6M | -11.4% | +59.4% | -70.8% | -18.1% |
| YTD | -24.3% | +51.9% | -76.2% | -30.3% |
| 1Y | -28.8% | +75.0% | -103.8% | -37.3% |
| 3Y | +49.3% | +224.5% | -175.2% | +14.4% |
| 5Y | +1.6% | -35.9% | +37.5% | -19.4% |
| All | -46.8% | +294.5% | -341.2% | -61.0% |
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 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