+69.0%
KEEL vs CART
+39.2%
+29.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -12.8% | +0.3% | -13.1% | -12.7% |
| 30D | -37.4% | +22.4% | -59.8% | -40.8% |
| 3M | -43.8% | +15.6% | -59.5% | -46.3% |
| 6M | -51.9% | +44.9% | -96.8% | -57.5% |
| YTD | -18.7% | +30.0% | -48.7% | -26.7% |
| 1Y | -46.6% | +56.6% | -103.3% | -55.4% |
| 3Y | +59.2% | +131.9% | -72.8% | +13.7% |
| All | +69.0% | +39.2% | +29.8% | +18.9% |
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 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