+20.2%
CLF vs KEEL
-45.0%
+65.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -8.7% |
| 7D | -7.9% | -13.6% | +5.7% | -6.5% |
| 30D | +5.2% | -39.1% | +44.4% | +11.2% |
| 3M | +4.3% | -48.9% | +53.2% | +11.8% |
| 6M | +25.3% | -35.4% | +60.7% | +26.3% |
| YTD | -3.3% | -10.6% | +7.3% | -10.1% |
| 1Y | +20.2% | -45.3% | +65.5% | +23.2% |
| All | +20.2% | -45.0% | +65.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling