+43.5%
CL vs KEEL
+280.1%
-236.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.1% | -0.2% |
| 7D | -2.4% | +2.7% | -5.1% | -2.4% |
| 30D | -4.8% | +4.6% | -9.3% | -4.7% |
| 3M | -1.7% | -34.5% | +32.8% | -1.8% |
| 6M | -3.8% | +59.3% | -63.1% | -3.6% |
| YTD | +13.3% | +46.4% | -33.1% | +13.5% |
| 1Y | +8.3% | +96.6% | -88.3% | +8.5% |
| 3Y | +28.8% | +182.0% | -153.1% | +29.2% |
| 5Y | +28.5% | -38.2% | +66.8% | +28.9% |
| All | +43.5% | +280.1% | -236.6% | +42.0% |
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