-38.5%
KEEL vs CART
+47.6%
-86.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.8% |
| 7D | +18.2% | +1.2% | +17.0% | +18.2% |
| 30D | -32.1% | +17.8% | -49.8% | -31.4% |
| 3M | -44.9% | +20.7% | -65.6% | -44.2% |
| 6M | -52.1% | +49.7% | -101.8% | -51.7% |
| YTD | -17.0% | +30.0% | -47.0% | -22.6% |
| 1Y | -38.5% | +48.4% | -86.9% | -41.0% |
| All | -38.5% | +47.6% | -86.1% | -41.0% |
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