+31.4%
CORZ vs KEEL
+169.0%
-137.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -1.6% |
| 7D | +8.4% | +7.8% | +0.6% | +5.0% |
| 30D | -17.8% | -11.7% | -6.1% | -14.2% |
| 3M | -35.9% | -41.5% | +5.6% | -22.7% |
| 6M | +12.9% | +54.9% | -42.0% | -3.5% |
| YTD | +22.9% | +47.7% | -24.8% | +5.1% |
| 1Y | +31.4% | +177.6% | -146.2% | +12.6% |
| All | +31.4% | +169.0% | -137.6% | +12.6% |
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