+1,249.5%
CLS vs KEEL
+186.7%
+1,062.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -0.7% |
| 7D | +5.0% | +2.7% | +2.3% | +4.2% |
| 30D | +4.8% | +4.6% | +0.2% | +3.4% |
| 3M | -10.4% | -34.5% | +24.1% | -2.8% |
| 6M | +20.8% | +59.3% | -38.4% | +5.7% |
| YTD | +10.0% | +46.4% | -36.4% | -3.4% |
| 1Y | +28.5% | +96.6% | -68.0% | +1.3% |
| All | +1,249.5% | +186.7% | +1,062.8% | +799.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling