+332.7%
KEEL vs CAI
-11.0%
+343.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +2.7% | -5.1% | +7.7% | +4.0% |
| 30D | +4.6% | +3.9% | +0.7% | +3.7% |
| 3M | -34.5% | +40.1% | -74.6% | -40.4% |
| 6M | +59.3% | +29.7% | +29.6% | +46.8% |
| YTD | +46.4% | -10.9% | +57.3% | +43.8% |
| 1Y | +96.6% | -28.0% | +124.6% | +95.5% |
| All | +332.7% | -11.0% | +343.7% | +312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling