+93.6%
CI vs KEEL
+294.5%
-200.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.1% |
| 7D | -0.1% | +2.9% | -3.0% | -0.1% |
| 30D | +1.8% | +0.8% | +0.9% | +1.8% |
| 3M | -4.2% | -35.3% | +31.1% | -4.2% |
| 6M | +8.8% | +59.4% | -50.5% | +8.4% |
| YTD | +3.7% | +51.9% | -48.2% | +3.3% |
| 1Y | -6.1% | +75.0% | -81.1% | -6.7% |
| 3Y | +4.5% | +224.5% | -220.1% | +2.4% |
| 5Y | +50.5% | -35.9% | +86.4% | +48.6% |
| All | +93.6% | +294.5% | -200.9% | +80.3% |
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 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