+32.0%
CTVA vs KEEL
-45.0%
+76.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.3% | +3.1% |
| 7D | +8.2% | -13.6% | +21.8% | +8.0% |
| 30D | -1.0% | -39.1% | +38.1% | -1.8% |
| 3M | +4.6% | -48.9% | +53.5% | +3.8% |
| 6M | +0.5% | -35.4% | +35.9% | -1.0% |
| YTD | +22.7% | -10.6% | +33.4% | +19.7% |
| 1Y | +32.0% | -45.3% | +77.3% | +30.7% |
| All | +32.0% | -45.0% | +76.9% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling