-28.9%
CLX vs KEEL
+312.2%
-341.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | -3.5% | +21.5% | -25.0% | -3.5% |
| 30D | -11.9% | -3.9% | -8.0% | -11.9% |
| 3M | -2.6% | -34.1% | +31.5% | -2.6% |
| 6M | -18.2% | +82.8% | -101.0% | -18.4% |
| YTD | -5.9% | +58.7% | -64.6% | -6.2% |
| 1Y | -23.8% | +191.4% | -215.2% | -24.2% |
| 3Y | -33.6% | +205.7% | -239.3% | -34.2% |
| 5Y | -35.7% | -37.0% | +1.3% | -36.4% |
| All | -28.9% | +312.2% | -341.1% | -31.6% |
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