-45.3%
KEEL vs CART
+61.3%
-106.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.0% |
| 7D | -13.6% | +1.4% | -14.9% | -13.5% |
| 30D | -39.1% | +29.7% | -68.8% | -38.2% |
| 3M | -48.9% | +29.7% | -78.6% | -48.3% |
| 6M | -35.4% | +36.8% | -72.2% | -34.6% |
| YTD | -10.6% | +31.7% | -42.3% | -15.5% |
| 1Y | -45.3% | +62.4% | -107.7% | -44.8% |
| All | -45.3% | +61.3% | -106.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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