+67.8%
CHYM vs KEEL
-45.0%
+112.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.0% | +6.4% |
| 7D | +3.7% | -13.6% | +17.3% | +5.4% |
| 30D | +5.6% | -39.1% | +44.7% | +11.9% |
| 3M | +19.7% | -48.9% | +68.6% | +28.5% |
| 6M | +35.3% | -35.4% | +70.7% | +31.0% |
| YTD | +18.7% | -10.6% | +29.3% | +2.0% |
| 1Y | +67.8% | -45.3% | +113.1% | +65.4% |
| All | +67.8% | -45.0% | +112.8% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling