-29.6%
CLS vs KEEL
-45.0%
+15.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -4.9% | -7.4% |
| 7D | -21.1% | -13.6% | -7.6% | -16.7% |
| 30D | -38.2% | -39.1% | +0.9% | -25.4% |
| 3M | -36.3% | -48.9% | +12.6% | -19.2% |
| 6M | -43.8% | -35.4% | -8.4% | -36.7% |
| YTD | -20.0% | -10.6% | -9.4% | -23.1% |
| 1Y | -29.6% | -45.3% | +15.7% | -14.1% |
| All | -29.6% | -45.0% | +15.4% | -14.1% |
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 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