+184.8%
COP vs KEEL
-34.6%
+219.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.1% |
| 7D | +2.3% | +2.9% | -0.6% | +2.2% |
| 30D | +8.6% | +0.8% | +7.8% | +8.4% |
| 3M | +19.9% | -35.3% | +55.2% | +21.1% |
| 6M | +19.0% | +59.4% | -40.4% | +14.8% |
| YTD | +50.0% | +51.9% | -2.0% | +44.2% |
| 1Y | +50.5% | +75.0% | -24.5% | +41.6% |
| 3Y | +25.2% | +224.5% | -199.3% | +7.0% |
| All | +184.8% | -34.6% | +219.4% | +155.7% |
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