+225.7%
CTAS vs KEEL
+309.9%
-84.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.0% | +19.3% | -18.3% | +0.6% |
| 30D | -1.1% | +9.1% | -10.2% | -1.3% |
| 3M | +11.5% | -31.5% | +43.1% | +12.0% |
| 6M | +0.2% | +75.8% | -75.7% | -2.1% |
| YTD | +7.2% | +57.9% | -50.7% | +4.7% |
| 1Y | 0.0% | +133.3% | -133.3% | -4.3% |
| 3Y | +65.9% | +204.1% | -138.2% | +54.1% |
| 5Y | +109.6% | -37.5% | +147.1% | +96.1% |
| All | +225.7% | +309.9% | -84.2% | +206.5% |
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