+63.7%
CL vs KEEL
+105.5%
-41.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +1.8% |
| 7D | +3.2% | -0.5% | +3.8% | +3.2% |
| 30D | +8.0% | -27.1% | +35.1% | +7.9% |
| 3M | +7.9% | -43.8% | +51.7% | +7.5% |
| 6M | +14.7% | -55.2% | +69.9% | +14.3% |
| YTD | +29.2% | -20.9% | +50.0% | +29.0% |
| 1Y | +29.5% | -28.5% | +58.0% | +29.3% |
| 3Y | +40.7% | +66.1% | -25.4% | +40.6% |
| 5Y | +43.9% | -78.3% | +122.2% | +43.7% |
| All | +63.7% | +105.5% | -41.9% | +61.3% |
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