+104.8%
CI vs KEEL
+105.5%
-0.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +2.6% | -27.1% | +29.6% | +2.6% |
| 3M | +7.4% | -43.8% | +51.2% | +7.5% |
| 6M | -0.1% | -55.2% | +55.1% | -0.1% |
| YTD | +9.7% | -20.9% | +30.6% | +9.4% |
| 1Y | +12.1% | -28.5% | +40.6% | +11.8% |
| 3Y | +7.0% | +66.1% | -59.0% | +5.1% |
| 5Y | +49.7% | -78.3% | +128.0% | +48.5% |
| All | +104.8% | +105.5% | -0.7% | +90.9% |
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