+28.3%
CL vs KEEL
+210.8%
-182.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.2% |
| 7D | -1.4% | +21.5% | -22.9% | -0.9% |
| 30D | -5.2% | -3.9% | -1.3% | -5.2% |
| 3M | +3.3% | -34.1% | +37.4% | +3.1% |
| 6M | -4.4% | +82.8% | -87.2% | -3.7% |
| YTD | +13.9% | +58.7% | -44.8% | +14.7% |
| 1Y | +7.6% | +191.4% | -183.8% | +8.1% |
| All | +28.3% | +210.8% | -182.6% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling