+193.9%
CFG vs KEEL
+294.5%
-100.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +1.0% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | -4.6% | +0.8% | -5.5% | -4.9% |
| 3M | +6.7% | -35.3% | +42.0% | +8.1% |
| 6M | +22.1% | +59.4% | -37.3% | +17.6% |
| YTD | +23.2% | +51.9% | -28.7% | +18.4% |
| 1Y | +40.3% | +75.0% | -34.7% | +32.5% |
| 3Y | +187.9% | +224.5% | -36.7% | +156.9% |
| 5Y | +102.0% | -35.9% | +137.9% | +81.0% |
| All | +193.9% | +294.5% | -100.6% | +167.9% |
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