+421.5%
CORZ vs KEEL
+69.2%
+352.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +1.6% |
| 7D | +0.3% | +2.9% | -2.6% | -1.1% |
| 30D | -14.0% | +0.8% | -14.9% | -15.1% |
| 3M | -34.1% | -35.3% | +1.2% | -21.4% |
| 6M | +8.5% | +59.4% | -50.9% | -14.6% |
| YTD | +23.2% | +51.9% | -28.7% | -2.3% |
| 1Y | +15.4% | +75.0% | -59.6% | -23.5% |
| All | +421.5% | +69.2% | +352.3% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling