+202.6%
CF vs KEEL
+128.7%
+73.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | +0.6% |
| 7D | +10.4% | -1.4% | +11.8% | +10.3% |
| 30D | +7.6% | -29.8% | +37.4% | +8.1% |
| 3M | +5.2% | -37.1% | +42.2% | +5.8% |
| 6M | -0.1% | -51.9% | +51.8% | +0.7% |
| YTD | +61.7% | -11.9% | +73.6% | +59.2% |
| 1Y | +50.3% | -38.6% | +88.9% | +49.3% |
| 3Y | +66.0% | +72.5% | -6.5% | +54.9% |
| 5Y | +114.5% | -74.4% | +188.9% | +103.7% |
| All | +202.6% | +128.7% | +73.9% | +163.3% |
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