+41.1%
CLS vs KEEL
+169.0%
-127.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.2% |
| 7D | +4.6% | +7.8% | -3.2% | +2.5% |
| 30D | -13.9% | -11.7% | -2.2% | -11.4% |
| 3M | -26.6% | -41.5% | +14.9% | -17.5% |
| 6M | +15.4% | +54.9% | -39.5% | +1.9% |
| YTD | +5.7% | +47.7% | -42.0% | -6.8% |
| 1Y | +41.1% | +177.6% | -136.5% | +35.7% |
| All | +41.1% | +169.0% | -127.9% | +35.7% |
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