+294.5%
KEEL vs CG
+150.3%
+144.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +5.1% |
| 7D | +2.9% | -9.9% | +12.7% | +11.1% |
| 30D | +0.8% | -11.7% | +12.5% | +9.3% |
| 3M | -35.3% | -4.3% | -31.0% | -34.7% |
| 6M | +59.4% | -8.8% | +68.1% | +66.7% |
| YTD | +51.9% | -26.9% | +78.8% | +90.7% |
| 1Y | +75.0% | -35.4% | +110.4% | +142.2% |
| 3Y | +224.5% | +43.0% | +181.5% | +152.5% |
| 5Y | -35.9% | +1.9% | -37.8% | -37.3% |
| All | +294.5% | +150.3% | +144.2% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling