+69.6%
CNP vs KEEL
-34.6%
+104.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.1% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | -2.9% | +0.8% | -3.8% | -3.0% |
| 3M | -7.5% | -35.3% | +27.8% | -7.2% |
| 6M | -7.9% | +59.4% | -67.3% | -9.0% |
| YTD | +3.7% | +51.9% | -48.2% | +2.4% |
| 1Y | +4.6% | +75.0% | -70.4% | +2.5% |
| 3Y | +49.1% | +224.5% | -175.4% | +42.0% |
| All | +69.6% | -34.6% | +104.2% | +62.1% |
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