+356.2%
COR vs KEEL
+309.9%
+46.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.9% | +19.3% | -23.2% | -3.8% |
| 30D | -0.3% | +9.1% | -9.4% | -0.3% |
| 3M | +15.9% | -31.5% | +47.4% | +15.9% |
| 6M | -10.3% | +75.8% | -86.1% | -10.4% |
| YTD | -3.7% | +57.9% | -61.6% | -3.9% |
| 1Y | +9.1% | +133.3% | -124.3% | +8.7% |
| 3Y | +86.6% | +204.1% | -117.5% | +84.7% |
| 5Y | +180.9% | -37.5% | +218.5% | +178.0% |
| All | +356.2% | +309.9% | +46.2% | +339.3% |
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