+97.8%
CVS vs KEEL
+280.1%
-182.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | 0.0% |
| 7D | -2.0% | +2.7% | -4.7% | -2.0% |
| 30D | +1.9% | +4.6% | -2.6% | +1.8% |
| 3M | -2.2% | -34.5% | +32.3% | -1.8% |
| 6M | +26.7% | +59.3% | -32.5% | +25.2% |
| YTD | +22.9% | +46.4% | -23.5% | +21.3% |
| 1Y | +32.9% | +96.6% | -63.7% | +30.1% |
| 3Y | +62.3% | +182.0% | -119.7% | +56.2% |
| 5Y | +34.2% | -38.2% | +72.5% | +29.4% |
| All | +97.8% | +280.1% | -182.4% | +79.9% |
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