+90.2%
CI vs KEEL
+312.2%
-222.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -1.8% |
| 7D | -2.0% | +21.5% | -23.5% | -2.1% |
| 30D | -1.8% | -3.9% | +2.1% | -1.8% |
| 3M | -4.2% | -34.1% | +29.9% | -4.1% |
| 6M | +2.7% | +82.8% | -80.1% | +2.2% |
| YTD | +1.9% | +58.7% | -56.8% | +1.5% |
| 1Y | -6.3% | +191.4% | -197.7% | -7.1% |
| 3Y | +3.9% | +205.7% | -201.9% | +1.9% |
| 5Y | +41.9% | -37.0% | +78.9% | +40.1% |
| All | +90.2% | +312.2% | -222.0% | +77.1% |
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