+212.7%
KEEL vs CAPR
+31.5%
+181.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.3% | -7.2% |
| 7D | +2.7% | -10.6% | +13.2% | +3.0% |
| 30D | +4.6% | +111.2% | -106.6% | +2.3% |
| 3M | -34.5% | -67.2% | +32.8% | -33.7% |
| 6M | +59.3% | -75.1% | +134.4% | +62.3% |
| YTD | +46.4% | -71.2% | +117.6% | +48.5% |
| 1Y | +96.6% | +31.1% | +65.4% | +81.2% |
| All | +212.7% | +31.5% | +181.2% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling