+4,766.8%
CLS vs KEEL
+312.2%
+4,454.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.5% | -1.9% | +4.9% |
| 7D | +12.8% | +21.5% | -8.7% | +10.6% |
| 30D | +3.8% | -3.9% | +7.7% | +4.1% |
| 3M | -14.6% | -34.1% | +19.5% | -11.7% |
| 6M | +32.2% | +82.8% | -50.6% | +24.4% |
| YTD | +11.6% | +58.7% | -47.1% | +5.7% |
| 1Y | +35.1% | +191.4% | -156.4% | +20.5% |
| 3Y | +1,312.5% | +205.7% | +1,106.8% | +1,130.2% |
| 5Y | +3,542.1% | -37.0% | +3,579.0% | +3,065.6% |
| All | +4,766.8% | +312.2% | +4,454.7% | +4,371.8% |
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