+227.4%
CF vs KEEL
+283.4%
-56.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.3% |
| 7D | +6.0% | +7.8% | -1.8% | +5.8% |
| 30D | +14.8% | -11.7% | +26.6% | +15.0% |
| 3M | +14.1% | -41.5% | +55.5% | +15.0% |
| 6M | +28.5% | +54.9% | -26.4% | +25.7% |
| YTD | +74.9% | +47.7% | +27.3% | +70.8% |
| 1Y | +61.7% | +177.6% | -115.9% | +53.4% |
| 3Y | +80.3% | +164.9% | -84.6% | +67.1% |
| 5Y | +226.0% | -45.9% | +271.8% | +204.4% |
| All | +227.4% | +283.4% | -56.0% | +182.6% |
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