+42.9%
CMS vs KEEL
+105.5%
-62.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.7% |
| 7D | +1.7% | -0.5% | +2.3% | +1.7% |
| 30D | +6.2% | -27.1% | +33.2% | +6.1% |
| 3M | +0.6% | -43.8% | +44.4% | +0.5% |
| 6M | -1.8% | -55.2% | +53.4% | -1.9% |
| YTD | +3.8% | -20.9% | +24.7% | +3.8% |
| 1Y | -1.8% | -28.5% | +26.7% | -1.8% |
| 3Y | +39.8% | +66.1% | -26.2% | +40.3% |
| 5Y | +37.1% | -78.3% | +115.4% | +36.7% |
| All | +42.9% | +105.5% | -62.6% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling