+44.9%
CL vs KEEL
+283.4%
-238.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.0% | -1.4% |
| 7D | -2.2% | +7.8% | -9.9% | -2.1% |
| 30D | -4.8% | -11.7% | +6.9% | -4.9% |
| 3M | +4.9% | -41.5% | +46.4% | +4.8% |
| 6M | -5.7% | +54.9% | -60.6% | -5.5% |
| YTD | +14.4% | +47.7% | -33.3% | +14.6% |
| 1Y | +8.7% | +177.6% | -168.9% | +9.0% |
| 3Y | +30.0% | +164.9% | -134.9% | +30.4% |
| 5Y | +28.4% | -45.9% | +74.2% | +28.7% |
| All | +44.9% | +283.4% | -238.5% | +43.4% |
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