+174.4%
COF vs KEEL
+294.5%
-120.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.3% |
| 7D | -5.1% | +2.9% | -8.0% | -5.4% |
| 30D | -6.0% | +0.8% | -6.9% | -6.3% |
| 3M | +14.8% | -35.3% | +50.2% | +16.8% |
| 6M | +15.3% | +59.4% | -44.0% | +9.9% |
| YTD | -13.0% | +51.9% | -65.0% | -17.4% |
| 1Y | -5.7% | +75.0% | -80.7% | -12.4% |
| 3Y | +118.1% | +224.5% | -106.4% | +88.0% |
| 5Y | +46.2% | -35.9% | +82.1% | +27.8% |
| All | +174.4% | +294.5% | -120.1% | +125.2% |
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