-0.8%
CRM vs KEEL
-34.6%
+33.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.8% | +1.6% |
| 7D | -4.4% | +2.9% | -7.3% | -4.8% |
| 30D | +28.1% | +0.8% | +27.3% | +27.4% |
| 3M | +48.8% | -35.3% | +84.2% | +52.2% |
| 6M | +28.3% | +59.4% | -31.1% | +16.6% |
| YTD | -6.0% | +51.9% | -57.9% | -15.1% |
| 1Y | +1.4% | +75.0% | -73.6% | -13.5% |
| 3Y | +11.8% | +224.5% | -212.7% | -24.1% |
| All | -0.8% | -34.6% | +33.8% | -20.3% |
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