+133.3%
KEEL vs CART
+3.4%
+129.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.6% |
| 7D | +19.3% | -9.5% | +28.8% | +18.9% |
| 30D | +9.1% | -7.8% | +16.9% | +8.9% |
| 3M | -31.5% | +10.4% | -42.0% | -31.8% |
| 6M | +75.8% | +20.1% | +55.8% | +72.8% |
| YTD | +57.9% | +3.7% | +54.2% | +51.9% |
| 1Y | +133.3% | +2.6% | +130.8% | +121.9% |
| All | +133.3% | +3.4% | +129.9% | +121.9% |
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