+37.9%
CMS vs KEEL
+283.4%
-245.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.2% |
| 7D | +0.4% | +7.8% | -7.4% | +0.4% |
| 30D | -3.6% | -11.7% | +8.1% | -3.6% |
| 3M | -1.9% | -41.5% | +39.6% | -2.0% |
| 6M | -11.0% | +54.9% | -65.9% | -10.9% |
| YTD | +0.2% | +47.7% | -47.5% | +0.3% |
| 1Y | -1.3% | +177.6% | -178.9% | -1.1% |
| 3Y | +35.9% | +164.9% | -129.0% | +36.5% |
| 5Y | +23.1% | -45.9% | +68.9% | +23.1% |
| All | +37.9% | +283.4% | -245.6% | +40.0% |
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 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