+13.9%
COR vs KEEL
+169.0%
-155.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.4% | -1.7% |
| 7D | +2.8% | +7.8% | -5.0% | +3.2% |
| 30D | +4.5% | -11.7% | +16.2% | +4.2% |
| 3M | +22.7% | -41.5% | +64.2% | +21.1% |
| 6M | -9.7% | +54.9% | -64.6% | -9.4% |
| YTD | -1.4% | +47.7% | -49.1% | -1.0% |
| 1Y | +13.9% | +177.6% | -163.7% | +24.0% |
| All | +13.9% | +169.0% | -155.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling