+23.6%
CMS vs KEEL
-39.1%
+62.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.2% | +19.3% | -19.1% | +0.2% |
| 30D | -1.3% | +9.1% | -10.4% | -1.3% |
| 3M | -5.4% | -31.5% | +26.2% | -5.4% |
| 6M | -10.3% | +75.8% | -86.2% | -10.5% |
| YTD | -0.2% | +57.9% | -58.1% | -0.4% |
| 1Y | -0.9% | +133.3% | -134.2% | -1.1% |
| 3Y | +34.0% | +204.1% | -170.1% | +33.3% |
| 5Y | +23.6% | -37.5% | +61.1% | +20.0% |
| All | +23.6% | -39.1% | +62.6% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling