-11.1%
CHYM vs KEEL
+305.7%
-316.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.5% |
| 7D | -2.3% | +2.9% | -5.1% | -2.7% |
| 30D | +4.4% | +0.8% | +3.6% | +3.7% |
| 3M | +91.3% | -35.3% | +126.6% | +99.0% |
| 6M | +44.0% | +59.4% | -15.4% | +25.3% |
| YTD | +31.1% | +51.9% | -20.8% | +13.7% |
| 1Y | +37.8% | +75.0% | -37.2% | +20.1% |
| All | -11.1% | +305.7% | -316.8% | -27.3% |
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