+177.6%
KEEL vs CAPR
+48.7%
+128.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.6% |
| 7D | +7.8% | -2.0% | +9.7% | +7.8% |
| 30D | -11.7% | +139.2% | -150.9% | -12.2% |
| 3M | -41.5% | -66.4% | +24.9% | -41.3% |
| 6M | +54.9% | -63.1% | +118.0% | +55.3% |
| YTD | +47.7% | -67.4% | +115.1% | +48.0% |
| 1Y | +177.6% | +58.2% | +119.4% | +202.5% |
| All | +177.6% | +48.7% | +128.9% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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