+32.6%
CMS vs KEEL
+186.7%
-154.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.7% |
| 7D | -1.3% | +2.7% | -4.0% | -1.3% |
| 30D | -2.8% | +4.6% | -7.3% | -2.8% |
| 3M | -7.1% | -34.5% | +27.4% | -7.1% |
| 6M | -10.0% | +59.3% | -69.3% | -10.5% |
| YTD | -0.9% | +46.4% | -47.3% | -1.4% |
| 1Y | -2.0% | +96.6% | -98.6% | -2.7% |
| All | +32.6% | +186.7% | -154.1% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling