-3.4%
CMS vs KEEL
+89.9%
-93.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -0.7% |
| 7D | -1.9% | +2.9% | -4.8% | -1.9% |
| 30D | -4.1% | +0.8% | -4.9% | -4.0% |
| 3M | -7.1% | -35.3% | +28.2% | -7.2% |
| 6M | -10.1% | +59.4% | -69.4% | -10.4% |
| YTD | -1.7% | +51.9% | -53.6% | -2.0% |
| 1Y | -3.4% | +75.0% | -78.4% | +0.7% |
| All | -3.4% | +89.9% | -93.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling