+35.2%
CMS vs KEEL
+294.5%
-259.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -0.8% |
| 7D | -1.9% | +2.9% | -4.8% | -1.9% |
| 30D | -4.1% | +0.8% | -4.9% | -4.1% |
| 3M | -7.1% | -35.3% | +28.2% | -7.1% |
| 6M | -10.1% | +59.4% | -69.4% | -10.0% |
| YTD | -1.7% | +51.9% | -53.6% | -1.6% |
| 1Y | -3.4% | +75.0% | -78.4% | -3.2% |
| 3Y | +31.6% | +224.5% | -193.0% | +32.2% |
| 5Y | +23.3% | -35.9% | +59.2% | +23.4% |
| All | +35.2% | +294.5% | -259.3% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling