-45.7%
CCL vs KEEL
+312.2%
-357.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -2.1% |
| 7D | -0.1% | +21.5% | -21.6% | -2.3% |
| 30D | -20.0% | -3.9% | -16.1% | -20.1% |
| 3M | -13.7% | -34.1% | +20.4% | -11.2% |
| 6M | -9.0% | +82.8% | -91.9% | -17.1% |
| YTD | -22.8% | +58.7% | -81.5% | -29.3% |
| 1Y | -25.3% | +191.4% | -216.7% | -38.1% |
| 3Y | +54.1% | +205.7% | -151.7% | +18.6% |
| 5Y | +3.5% | -37.0% | +40.5% | -18.1% |
| All | -45.7% | +312.2% | -357.9% | -60.4% |
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