+8.9%
CRCL vs KEEL
+280.2%
-271.3%
-80.9%
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% | -0.8% |
| 7D | -11.2% | +2.9% | -14.1% | -12.2% |
| 30D | +27.1% | +0.8% | +26.3% | +25.8% |
| 3M | +9.6% | -35.3% | +45.0% | +19.7% |
| 6M | -19.7% | +59.4% | -79.1% | -33.8% |
| YTD | +14.2% | +51.9% | -37.7% | -5.7% |
| 1Y | -32.2% | +75.0% | -107.2% | -39.2% |
| All | +8.9% | +280.2% | -271.3% | +26.8% |
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 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