+37.5%
CVX vs KEEL
+169.0%
-131.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.2% |
| 7D | +3.3% | +7.8% | -4.4% | +3.5% |
| 30D | +12.9% | -11.7% | +24.6% | +12.8% |
| 3M | +11.7% | -41.5% | +53.2% | +11.4% |
| 6M | +14.1% | +54.9% | -40.8% | +14.0% |
| YTD | +40.7% | +47.7% | -7.0% | +40.4% |
| 1Y | +37.5% | +177.6% | -140.1% | +34.4% |
| All | +37.5% | +169.0% | -131.5% | +34.4% |
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