+121.5%
CMG vs KEEL
+294.5%
-173.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | -2.1% | +2.9% | -4.9% | -2.2% |
| 30D | +10.9% | +0.8% | +10.1% | +10.6% |
| 3M | +15.8% | -35.3% | +51.2% | +17.5% |
| 6M | +6.9% | +59.4% | -52.4% | +2.6% |
| YTD | -2.2% | +51.9% | -54.1% | -6.3% |
| 1Y | -7.1% | +75.0% | -82.1% | -12.7% |
| 3Y | -7.1% | +224.5% | -231.7% | -19.0% |
| 5Y | -4.8% | -35.9% | +31.1% | -15.9% |
| All | +121.5% | +294.5% | -173.0% | +93.5% |
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