+99.5%
CFG vs KEEL
-41.3%
+140.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.1% |
| 7D | -1.7% | +2.7% | -4.4% | -2.0% |
| 30D | -4.6% | +4.6% | -9.2% | -5.4% |
| 3M | +7.9% | -34.5% | +42.4% | +10.6% |
| 6M | +19.9% | +59.3% | -39.4% | +10.6% |
| YTD | +21.7% | +46.4% | -24.7% | +12.2% |
| 1Y | +38.4% | +96.6% | -58.1% | +19.9% |
| 3Y | +187.0% | +182.0% | +5.0% | +117.5% |
| 5Y | +99.5% | -38.2% | +137.8% | +62.9% |
| All | +99.5% | -41.3% | +140.8% | +62.9% |
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 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