+309.9%
KEEL vs CG
+160.7%
+149.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +2.5% |
| 7D | +19.3% | -6.4% | +25.7% | +25.2% |
| 30D | +9.1% | -7.1% | +16.2% | +13.7% |
| 3M | -31.5% | -1.6% | -30.0% | -32.3% |
| 6M | +75.8% | -8.3% | +84.2% | +83.1% |
| YTD | +57.9% | -23.8% | +81.7% | +92.0% |
| 1Y | +133.3% | -28.7% | +162.1% | +200.7% |
| 3Y | +204.1% | +49.2% | +154.9% | +129.1% |
| 5Y | -37.5% | +5.5% | -43.1% | -40.7% |
| All | +309.9% | +160.7% | +149.2% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling