+66.1%
KEEL vs CART
+135.4%
-69.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | -27.1% | +19.2% | -46.2% | -30.8% |
| 3M | -43.8% | +17.6% | -61.4% | -46.8% |
| 6M | -55.2% | +47.4% | -102.5% | -61.3% |
| YTD | -20.9% | +30.9% | -51.7% | -29.6% |
| 1Y | -28.5% | +46.0% | -74.4% | -39.5% |
| 3Y | +66.1% | +130.3% | -64.2% | +3.0% |
| All | +66.1% | +135.4% | -69.3% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling