+234.6%
CF vs KEEL
-36.1%
+270.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.5% |
| 7D | -0.9% | +21.5% | -22.4% | -1.5% |
| 30D | +18.1% | -3.9% | +21.9% | +18.0% |
| 3M | +23.4% | -34.1% | +57.5% | +24.3% |
| 6M | +17.1% | +82.8% | -65.7% | +13.0% |
| YTD | +76.2% | +58.7% | +17.5% | +70.3% |
| 1Y | +62.3% | +191.4% | -129.1% | +50.1% |
| 3Y | +71.8% | +205.7% | -133.9% | +51.5% |
| 5Y | +234.6% | -37.0% | +271.5% | +210.8% |
| All | +234.6% | -36.1% | +270.7% | +210.8% |
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