-41.3%
CORZ vs KEEL
-45.0%
+3.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -8.1% |
| 7D | -14.9% | -13.6% | -1.4% | -7.6% |
| 30D | -23.1% | -39.1% | +16.0% | +1.1% |
| 3M | -44.1% | -48.9% | +4.8% | -20.6% |
| 6M | -39.5% | -35.4% | -4.1% | -24.3% |
| YTD | -12.4% | -10.6% | -1.7% | -11.6% |
| 1Y | -41.3% | -45.3% | +4.0% | -27.0% |
| All | -41.3% | -45.0% | +3.6% | -27.0% |
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