+240.2%
COP vs KEEL
+309.9%
-69.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.5% | +19.3% | -19.8% | -0.8% |
| 30D | +11.7% | +9.1% | +2.6% | +11.4% |
| 3M | +17.7% | -31.5% | +49.2% | +18.2% |
| 6M | +18.3% | +75.8% | -57.5% | +16.0% |
| YTD | +49.1% | +57.9% | -8.8% | +46.2% |
| 1Y | +53.3% | +133.3% | -80.0% | +48.1% |
| 3Y | +22.2% | +204.1% | -181.9% | +15.0% |
| 5Y | +193.3% | -37.5% | +230.8% | +175.3% |
| All | +240.2% | +309.9% | -69.8% | +219.5% |
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