+167.0%
CVX vs KEEL
-34.6%
+201.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.5% |
| 7D | +2.6% | +2.9% | -0.3% | +2.5% |
| 30D | +9.8% | +0.8% | +9.0% | +9.7% |
| 3M | +16.2% | -35.3% | +51.5% | +17.2% |
| 6M | +13.6% | +59.4% | -45.8% | +10.4% |
| YTD | +44.4% | +51.9% | -7.5% | +39.9% |
| 1Y | +40.6% | +75.0% | -34.4% | +33.9% |
| 3Y | +48.2% | +224.5% | -176.4% | +30.8% |
| All | +167.0% | -34.6% | +201.6% | +142.1% |
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