+639.7%
CEG vs KEEL
-13.5%
+653.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.8% |
| 7D | +6.7% | +21.5% | -14.8% | +4.4% |
| 30D | +11.0% | -3.9% | +14.8% | +10.9% |
| 3M | +19.5% | -34.1% | +53.6% | +23.2% |
| 6M | -5.9% | +82.8% | -88.7% | -13.8% |
| YTD | -15.0% | +58.7% | -73.7% | -21.7% |
| 1Y | +0.6% | +191.4% | -190.8% | -13.7% |
| 3Y | +180.6% | +205.7% | -25.1% | +129.0% |
| All | +639.7% | -13.5% | +653.1% | +540.6% |
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