+38.5%
CMS vs KEEL
+312.2%
-273.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.5% |
| 7D | +1.2% | +21.5% | -20.3% | +1.3% |
| 30D | -3.2% | -3.9% | +0.7% | -3.2% |
| 3M | -2.2% | -34.1% | +31.9% | -2.2% |
| 6M | -9.4% | +82.8% | -92.3% | -9.3% |
| YTD | +0.7% | +58.7% | -58.0% | +0.8% |
| 1Y | +0.4% | +191.4% | -191.1% | +0.6% |
| 3Y | +35.2% | +205.7% | -170.6% | +35.8% |
| 5Y | +24.1% | -37.0% | +61.1% | +24.3% |
| All | +38.5% | +312.2% | -273.6% | +40.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling