+75.1%
CRM vs KEEL
+294.5%
-219.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.8% | +1.7% |
| 7D | -4.4% | +2.9% | -7.3% | -4.7% |
| 30D | +28.1% | +0.8% | +27.3% | +27.7% |
| 3M | +48.8% | -35.3% | +84.2% | +51.0% |
| 6M | +28.3% | +59.4% | -31.1% | +21.1% |
| YTD | -6.0% | +51.9% | -57.9% | -11.6% |
| 1Y | +1.4% | +75.0% | -73.6% | -7.4% |
| 3Y | +11.8% | +224.5% | -212.7% | -7.9% |
| 5Y | -2.0% | -35.9% | +33.9% | -16.9% |
| All | +75.1% | +294.5% | -219.3% | +30.4% |
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