+312.2%
KEEL vs CAPR
+213.5%
+98.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.6% | +11.1% | +7.6% |
| 7D | +21.5% | -9.5% | +31.0% | +21.8% |
| 30D | -3.9% | +121.5% | -125.4% | -6.6% |
| 3M | -34.1% | -65.4% | +31.3% | -33.2% |
| 6M | +82.8% | -67.5% | +150.4% | +85.6% |
| YTD | +58.7% | -68.6% | +127.3% | +61.1% |
| 1Y | +191.4% | +42.7% | +148.7% | +162.0% |
| 3Y | +205.7% | +43.4% | +162.4% | +158.8% |
| 5Y | -37.0% | +86.0% | -123.0% | -48.5% |
| All | +312.2% | +213.5% | +98.7% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling