+7.0%
COR vs KEEL
+89.9%
-82.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.4% |
| 7D | -2.8% | +2.9% | -5.7% | -2.6% |
| 30D | +2.6% | +0.8% | +1.7% | +2.9% |
| 3M | +14.5% | -35.3% | +49.8% | +13.2% |
| 6M | -7.8% | +59.4% | -67.2% | -7.0% |
| YTD | -4.2% | +51.9% | -56.1% | -3.3% |
| 1Y | +7.0% | +75.0% | -68.0% | +15.4% |
| All | +7.0% | +89.9% | -82.9% | +15.4% |
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