+230.1%
KEEL vs CART
+14.3%
+215.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.0% | +13.5% | +9.2% |
| 7D | +21.5% | -4.1% | +25.6% | +22.7% |
| 30D | -3.9% | -4.3% | +0.5% | -3.1% |
| 3M | -34.1% | +13.1% | -47.2% | -37.3% |
| 6M | +82.8% | +26.0% | +56.8% | +65.0% |
| YTD | +58.7% | +6.7% | +52.0% | +51.5% |
| 1Y | +191.4% | +6.3% | +185.1% | +175.2% |
| All | +230.1% | +14.3% | +215.8% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling