-14.2%
CLF vs KEEL
+209.2%
-223.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | +19.3% | -21.9% | -5.5% |
| 30D | -3.2% | +9.1% | -12.3% | -5.2% |
| 3M | -5.0% | -31.5% | +26.6% | -1.5% |
| 6M | +26.6% | +75.8% | -49.2% | +9.4% |
| YTD | -9.0% | +57.9% | -66.8% | -21.2% |
| 1Y | +11.8% | +133.3% | -121.5% | -12.0% |
| All | -14.2% | +209.2% | -223.4% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling