-49.3%
CLF vs KEEL
-41.3%
-8.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -1.0% |
| 7D | -3.7% | +2.7% | -6.4% | -4.2% |
| 30D | -4.7% | +4.6% | -9.2% | -6.0% |
| 3M | -4.7% | -34.5% | +29.8% | -0.8% |
| 6M | +24.0% | +59.3% | -35.3% | +9.6% |
| YTD | -10.9% | +46.4% | -57.3% | -21.5% |
| 1Y | +4.0% | +96.6% | -92.5% | -15.1% |
| 3Y | -16.9% | +182.0% | -198.9% | -43.8% |
| 5Y | -49.3% | -38.2% | -11.1% | -62.0% |
| All | -49.3% | -41.3% | -8.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling