+75.0%
KEEL vs CG
-33.8%
+108.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +5.2% |
| 7D | +2.9% | -9.9% | +12.7% | +11.8% |
| 30D | +0.8% | -11.7% | +12.5% | +9.7% |
| 3M | -35.3% | -4.3% | -31.0% | -35.6% |
| 6M | +59.4% | -8.8% | +68.1% | +65.8% |
| YTD | +51.9% | -26.9% | +78.8% | +106.2% |
| 1Y | +75.0% | -35.4% | +110.4% | +164.6% |
| All | +75.0% | -33.8% | +108.8% | +164.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling