+149.2%
CVX vs KEEL
+280.1%
-130.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.4% |
| 7D | +0.7% | +2.7% | -2.0% | +0.6% |
| 30D | +9.1% | +4.6% | +4.6% | +9.0% |
| 3M | +13.1% | -34.5% | +47.6% | +13.6% |
| 6M | +16.3% | +59.3% | -43.0% | +14.5% |
| YTD | +43.5% | +46.4% | -2.9% | +41.2% |
| 1Y | +40.2% | +96.6% | -56.4% | +36.3% |
| 3Y | +44.2% | +182.0% | -137.7% | +36.8% |
| 5Y | +170.6% | -38.2% | +208.9% | +156.2% |
| All | +149.2% | +280.1% | -130.9% | +135.5% |
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