+61.0%
CLF vs KEEL
+105.5%
-44.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.7% |
| 7D | +10.4% | -0.5% | +10.9% | +10.4% |
| 30D | +0.6% | -27.1% | +27.6% | +3.4% |
| 3M | +4.1% | -43.8% | +47.9% | +9.2% |
| 6M | +15.1% | -55.2% | +70.3% | +21.5% |
| YTD | -4.7% | -20.9% | +16.1% | -6.4% |
| 1Y | +20.4% | -28.5% | +48.8% | +19.0% |
| 3Y | -23.4% | +66.1% | -89.5% | -34.1% |
| 5Y | -43.3% | -78.3% | +35.0% | -48.7% |
| All | +61.0% | +105.5% | -44.5% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling