+37.0%
CHYM vs KEEL
+169.0%
-132.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | +1.7% | +7.8% | -6.1% | +0.7% |
| 30D | +30.2% | -11.7% | +42.0% | +31.2% |
| 3M | +85.9% | -41.5% | +127.4% | +96.6% |
| 6M | +49.9% | +54.9% | -5.0% | +30.4% |
| YTD | +34.1% | +47.7% | -13.5% | +16.2% |
| 1Y | +37.0% | +177.6% | -140.6% | +19.2% |
| All | +37.0% | +169.0% | -132.0% | +19.2% |
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