-35.3%
KEEL vs CAPR
+69.4%
-104.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.7% |
| 7D | +2.9% | -11.0% | +13.8% | +3.3% |
| 30D | +0.8% | +99.8% | -98.9% | -2.1% |
| 3M | -35.3% | -66.6% | +31.2% | -34.2% |
| 6M | +59.4% | -75.1% | +134.4% | +63.8% |
| YTD | +51.9% | -71.0% | +122.9% | +55.0% |
| 1Y | +75.0% | +30.0% | +45.0% | +53.9% |
| 3Y | +224.5% | +29.0% | +195.6% | +113.7% |
| All | -35.3% | +69.4% | -104.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling