+75.0%
KEEL vs CAI
-26.7%
+101.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.5% | +3.4% |
| 7D | +2.9% | -2.9% | +5.8% | +3.8% |
| 30D | +0.8% | +9.3% | -8.5% | -1.6% |
| 3M | -35.3% | +35.2% | -70.5% | -41.7% |
| 6M | +59.4% | +30.7% | +28.7% | +43.1% |
| YTD | +51.9% | -9.8% | +61.7% | +51.5% |
| 1Y | +75.0% | -28.9% | +103.9% | +102.7% |
| All | +75.0% | -26.7% | +101.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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