+20.4%
CLF vs KEEL
-32.0%
+52.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.6% |
| 7D | +10.4% | -0.5% | +10.9% | +10.4% |
| 30D | +0.6% | -27.1% | +27.6% | +4.2% |
| 3M | +4.1% | -43.8% | +47.9% | +10.5% |
| 6M | +15.1% | -55.2% | +70.3% | +22.3% |
| YTD | -4.7% | -20.9% | +16.1% | -10.6% |
| 1Y | +20.4% | -28.5% | +48.8% | +14.6% |
| All | +20.4% | -32.0% | +52.4% | +14.6% |
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