-45.3%
KEEL vs CHD
+30.9%
-76.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -0.9% |
| 7D | -13.6% | +6.9% | -20.5% | -5.6% |
| 30D | -39.1% | +17.1% | -56.2% | -25.7% |
| 3M | -48.9% | +9.1% | -58.0% | -41.8% |
| 6M | -35.4% | +21.4% | -56.8% | -18.2% |
| YTD | -10.6% | +34.9% | -45.5% | +10.7% |
| 1Y | -45.3% | +31.0% | -76.4% | -32.0% |
| All | -45.3% | +30.9% | -76.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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