+294.5%
KEEL vs CAKE
+225.0%
+69.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.2% |
| 7D | +2.9% | -4.5% | +7.4% | +4.9% |
| 30D | +0.8% | -12.4% | +13.3% | +6.1% |
| 3M | -35.3% | +37.3% | -72.7% | -45.1% |
| 6M | +59.4% | +70.7% | -11.3% | +22.5% |
| YTD | +51.9% | +106.0% | -54.1% | +7.3% |
| 1Y | +75.0% | +79.7% | -4.7% | +29.7% |
| 3Y | +224.5% | +267.8% | -43.2% | +80.5% |
| 5Y | -35.9% | +159.9% | -195.8% | -60.4% |
| All | +294.5% | +225.0% | +69.4% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling