+115.3%
CHRW vs KEEL
+294.5%
-179.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | +0.1% |
| 7D | +3.5% | +2.9% | +0.6% | +3.4% |
| 30D | +4.6% | +0.8% | +3.7% | +4.4% |
| 3M | -19.7% | -35.3% | +15.6% | -19.0% |
| 6M | -12.4% | +59.4% | -71.8% | -14.7% |
| YTD | -3.9% | +51.9% | -55.8% | -6.5% |
| 1Y | +18.4% | +75.0% | -56.6% | +13.5% |
| 3Y | +88.8% | +224.5% | -135.7% | +72.2% |
| 5Y | +93.5% | -35.9% | +129.4% | +78.6% |
| All | +115.3% | +294.5% | -179.2% | +78.7% |
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