+607.3%
CEG vs KEEL
-20.2%
+627.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -1.9% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | +2.9% | +4.6% | -1.7% | +2.0% |
| 3M | +18.2% | -34.5% | +52.7% | +21.9% |
| 6M | -9.5% | +59.3% | -68.8% | -16.0% |
| YTD | -18.7% | +46.4% | -65.1% | -24.5% |
| 1Y | -10.1% | +96.6% | -106.7% | -19.8% |
| 3Y | +168.3% | +182.0% | -13.6% | +120.8% |
| All | +607.3% | -20.2% | +627.5% | +517.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling