+294.5%
KEEL vs CAPR
+189.6%
+104.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.8% |
| 7D | +2.9% | -11.0% | +13.8% | +3.3% |
| 30D | +0.8% | +99.8% | -98.9% | -1.7% |
| 3M | -35.3% | -66.6% | +31.2% | -34.4% |
| 6M | +59.4% | -75.1% | +134.4% | +63.1% |
| YTD | +51.9% | -71.0% | +122.9% | +54.6% |
| 1Y | +75.0% | +30.0% | +45.0% | +57.8% |
| 3Y | +224.5% | +29.0% | +195.6% | +175.8% |
| 5Y | -35.9% | +70.8% | -106.7% | -47.4% |
| All | +294.5% | +189.6% | +104.9% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling