+191.8%
CFG vs KEEL
+312.2%
-120.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.5% |
| 7D | +2.7% | +21.5% | -18.8% | +1.7% |
| 30D | -3.7% | -3.9% | +0.2% | -3.7% |
| 3M | +9.5% | -34.1% | +43.6% | +10.8% |
| 6M | +22.2% | +82.8% | -60.6% | +16.9% |
| YTD | +22.3% | +58.7% | -36.4% | +17.3% |
| 1Y | +39.4% | +191.4% | -152.0% | +28.2% |
| 3Y | +188.5% | +205.7% | -17.3% | +157.7% |
| 5Y | +101.5% | -37.0% | +138.5% | +80.3% |
| All | +191.8% | +312.2% | -120.3% | +165.5% |
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