+316.2%
CDE vs KEEL
+294.5%
+21.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.8% |
| 7D | -3.1% | +2.9% | -6.0% | -3.5% |
| 30D | +9.5% | +0.8% | +8.6% | +9.1% |
| 3M | +25.5% | -35.3% | +60.8% | +29.8% |
| 6M | -7.9% | +59.4% | -67.3% | -13.8% |
| YTD | +15.6% | +51.9% | -36.4% | +8.3% |
| 1Y | +34.0% | +75.0% | -41.0% | +22.4% |
| 3Y | +791.9% | +224.5% | +567.4% | +631.2% |
| 5Y | +197.7% | -35.9% | +233.6% | +153.6% |
| All | +316.2% | +294.5% | +21.7% | +206.9% |
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