+264.2%
COST vs KEEL
+294.5%
-30.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.2% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | -4.7% | +0.8% | -5.6% | -4.9% |
| 3M | -7.1% | -35.3% | +28.2% | -6.5% |
| 6M | -8.5% | +59.4% | -67.9% | -10.6% |
| YTD | +5.4% | +51.9% | -46.5% | +2.9% |
| 1Y | -5.6% | +75.0% | -80.6% | -8.9% |
| 3Y | +68.5% | +224.5% | -156.1% | +55.7% |
| 5Y | +105.2% | -35.9% | +141.2% | +91.1% |
| All | +264.2% | +294.5% | -30.2% | +224.2% |
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