+28.7%
CL vs KEEL
-36.7%
+65.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.3% | +19.3% | -21.6% | -2.1% |
| 30D | -5.5% | +9.1% | -14.6% | -5.3% |
| 3M | +0.8% | -31.5% | +32.4% | +0.7% |
| 6M | -4.2% | +75.8% | -80.0% | -3.7% |
| YTD | +13.4% | +57.9% | -44.4% | +14.0% |
| 1Y | +7.1% | +133.3% | -126.3% | +7.7% |
| 3Y | +29.0% | +204.1% | -175.1% | +30.2% |
| All | +28.7% | -36.7% | +65.4% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling