+604.3%
CEG vs KEEL
-17.2%
+621.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.8% |
| 7D | -4.8% | +2.9% | -7.6% | -5.1% |
| 30D | +2.3% | +0.8% | +1.5% | +1.9% |
| 3M | +15.6% | -35.3% | +50.9% | +19.4% |
| 6M | -5.0% | +59.4% | -64.4% | -11.8% |
| YTD | -19.0% | +51.9% | -71.0% | -25.1% |
| 1Y | -10.0% | +75.0% | -85.0% | -18.8% |
| 3Y | +163.9% | +224.5% | -60.6% | +115.0% |
| All | +604.3% | -17.2% | +621.5% | +512.7% |
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