+71.8%
CF vs KEEL
+193.7%
-121.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.7% |
| 7D | -0.9% | +21.5% | -22.4% | -1.0% |
| 30D | +18.1% | -3.9% | +21.9% | +18.1% |
| 3M | +23.4% | -34.1% | +57.5% | +23.8% |
| 6M | +17.1% | +82.8% | -65.7% | +14.8% |
| YTD | +76.2% | +58.7% | +17.5% | +72.8% |
| 1Y | +62.3% | +191.4% | -129.1% | +53.6% |
| 3Y | +71.8% | +205.7% | -133.9% | +63.4% |
| All | +71.8% | +193.7% | -121.9% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling