-35.3%
KEEL vs CAKE
+157.8%
-193.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.7% |
| 7D | +2.9% | -4.5% | +7.4% | +6.4% |
| 30D | +0.8% | -12.4% | +13.3% | +10.1% |
| 3M | -35.3% | +37.3% | -72.7% | -52.1% |
| 6M | +59.4% | +70.7% | -11.3% | -2.0% |
| YTD | +51.9% | +106.0% | -54.1% | -20.7% |
| 1Y | +75.0% | +79.7% | -4.7% | -0.1% |
| 3Y | +224.5% | +267.8% | -43.2% | -5.0% |
| All | -35.3% | +157.8% | -193.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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