+202.3%
CTVA vs KEEL
+294.5%
-92.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.8% |
| 7D | -4.5% | +2.9% | -7.4% | -4.6% |
| 30D | +11.3% | +0.8% | +10.5% | +11.2% |
| 3M | +12.3% | -35.3% | +47.6% | +13.1% |
| 6M | +7.2% | +59.4% | -52.2% | +4.9% |
| YTD | +26.0% | +51.9% | -25.9% | +23.1% |
| 1Y | +16.0% | +75.0% | -59.0% | +12.1% |
| 3Y | +73.9% | +224.5% | -150.6% | +61.5% |
| 5Y | +103.8% | -35.9% | +139.7% | +91.0% |
| All | +202.3% | +294.5% | -92.1% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling