+206.7%
CF vs KEEL
+115.5%
+91.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.8% | +7.2% | +1.5% |
| 7D | +5.4% | +18.2% | -12.8% | +5.0% |
| 30D | +6.5% | -32.1% | +38.6% | +7.2% |
| 3M | +4.6% | -44.9% | +49.5% | +5.6% |
| 6M | -3.3% | -52.1% | +48.8% | -2.6% |
| YTD | +63.9% | -17.0% | +80.9% | +61.6% |
| 1Y | +50.4% | -38.5% | +88.9% | +49.3% |
| 3Y | +68.2% | +62.5% | +5.7% | +57.2% |
| 5Y | +113.8% | -77.3% | +191.1% | +103.6% |
| All | +206.7% | +115.5% | +91.3% | +167.2% |
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