+53.5%
CLF vs KEEL
+294.5%
-241.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.8% | +1.6% |
| 7D | -3.5% | +2.9% | -6.4% | -3.8% |
| 30D | -1.6% | +0.8% | -2.4% | -2.0% |
| 3M | -12.0% | -35.3% | +23.3% | -9.7% |
| 6M | +30.0% | +59.4% | -29.4% | +21.0% |
| YTD | -9.2% | +51.9% | -61.1% | -15.8% |
| 1Y | +2.3% | +75.0% | -72.7% | -7.6% |
| 3Y | -14.4% | +224.5% | -239.0% | -30.8% |
| 5Y | -48.3% | -35.9% | -12.4% | -56.8% |
| All | +53.5% | +294.5% | -241.0% | +15.1% |
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