+231.8%
CF vs KEEL
+280.1%
-48.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -2.0% |
| 7D | -2.0% | +2.7% | -4.6% | -2.0% |
| 30D | +15.3% | +4.6% | +10.7% | +15.1% |
| 3M | +24.3% | -34.5% | +58.8% | +25.0% |
| 6M | +23.9% | +59.3% | -35.4% | +21.1% |
| YTD | +77.3% | +46.4% | +30.9% | +73.1% |
| 1Y | +58.7% | +96.6% | -37.9% | +52.3% |
| 3Y | +72.8% | +182.0% | -109.1% | +59.8% |
| 5Y | +228.8% | -38.2% | +267.0% | +206.2% |
| All | +231.8% | +280.1% | -48.3% | +186.3% |
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