+32.2%
CVS vs KEEL
-34.6%
+66.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -0.8% |
| 7D | -2.2% | +2.9% | -5.0% | -2.2% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | -5.2% | -35.3% | +30.1% | -4.5% |
| 6M | +26.9% | +59.4% | -32.5% | +24.3% |
| YTD | +22.1% | +51.9% | -29.8% | +19.3% |
| 1Y | +30.8% | +75.0% | -44.2% | +26.4% |
| 3Y | +54.4% | +224.5% | -170.2% | +43.4% |
| All | +32.2% | -34.6% | +66.8% | +22.7% |
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 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