+235.0%
CRH vs KEEL
+294.5%
-59.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.8% |
| 7D | -6.1% | +2.9% | -8.9% | -6.2% |
| 30D | -9.3% | +0.8% | -10.1% | -9.5% |
| 3M | -15.2% | -35.3% | +20.1% | -13.9% |
| 6M | -14.2% | +59.4% | -73.6% | -17.6% |
| YTD | -28.3% | +51.9% | -80.2% | -31.3% |
| 1Y | -21.8% | +75.0% | -96.8% | -26.6% |
| 3Y | +71.6% | +224.5% | -152.9% | +50.7% |
| 5Y | +96.6% | -35.9% | +132.5% | +74.9% |
| All | +235.0% | +294.5% | -59.5% | +186.9% |
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