+224.5%
KEEL vs CHD
+0.7%
+223.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.9% |
| 7D | +2.9% | -4.5% | +7.3% | +0.3% |
| 30D | +0.8% | -6.7% | +7.6% | -2.6% |
| 3M | -35.3% | -2.7% | -32.6% | -35.5% |
| 6M | +59.4% | -4.9% | +64.3% | +58.5% |
| YTD | +51.9% | +13.3% | +38.6% | +59.3% |
| 1Y | +75.0% | +1.0% | +74.0% | +80.1% |
| 3Y | +224.5% | +1.3% | +223.2% | +214.6% |
| All | +224.5% | +0.7% | +223.9% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling