-36.2%
CLX vs KEEL
+197.5%
-233.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.1% |
| 7D | -5.7% | +2.9% | -8.6% | -5.7% |
| 30D | -17.0% | +0.8% | -17.9% | -17.0% |
| 3M | -9.7% | -35.3% | +25.6% | -9.6% |
| 6M | -19.8% | +59.4% | -79.2% | -20.6% |
| YTD | -9.8% | +51.9% | -61.8% | -10.8% |
| 1Y | -26.2% | +75.0% | -101.2% | -27.3% |
| 3Y | -36.2% | +224.5% | -260.7% | -42.4% |
| All | -36.2% | +197.5% | -233.7% | -42.4% |
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