+344.7%
CMI vs KEEL
+294.5%
+50.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +1.0% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | -12.4% | +0.8% | -13.2% | -12.6% |
| 3M | -14.8% | -35.3% | +20.6% | -13.4% |
| 6M | +0.8% | +59.4% | -58.6% | -2.3% |
| YTD | +10.2% | +51.9% | -41.7% | +6.7% |
| 1Y | +37.4% | +75.0% | -37.6% | +31.0% |
| 3Y | +153.3% | +224.5% | -71.3% | +129.5% |
| 5Y | +167.6% | -35.9% | +203.5% | +144.2% |
| All | +344.7% | +294.5% | +50.2% | +274.1% |
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