+425.9%
CORZ vs KEEL
+75.8%
+350.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | +7.6% | +19.3% | -11.7% | -0.7% |
| 30D | -6.9% | +9.1% | -16.1% | -11.4% |
| 3M | -33.0% | -31.5% | -1.5% | -22.0% |
| 6M | +19.3% | +75.8% | -56.5% | -9.9% |
| YTD | +24.2% | +57.9% | -33.6% | -3.1% |
| 1Y | +24.5% | +133.3% | -108.8% | -28.6% |
| All | +425.9% | +75.8% | +350.0% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling