+5,011.4%
CLS vs KEEL
+294.5%
+4,716.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +6.2% |
| 7D | +10.9% | +2.9% | +8.1% | +10.6% |
| 30D | +2.1% | +0.8% | +1.2% | +1.9% |
| 3M | -10.2% | -35.3% | +25.1% | -6.9% |
| 6M | +30.4% | +59.4% | -29.0% | +24.2% |
| YTD | +17.2% | +51.9% | -34.7% | +11.5% |
| 1Y | +41.0% | +75.0% | -34.0% | +31.5% |
| 3Y | +1,338.0% | +224.5% | +1,113.4% | +1,152.8% |
| 5Y | +3,860.6% | -35.9% | +3,896.5% | +3,357.9% |
| All | +5,011.4% | +294.5% | +4,716.9% | +4,617.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling