-35.3%
KEEL vs CHD
+20.9%
-56.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +2.9% | -4.5% | +7.3% | +1.6% |
| 30D | +0.8% | -6.7% | +7.6% | -0.9% |
| 3M | -35.3% | -2.7% | -32.6% | -35.4% |
| 6M | +59.4% | -4.9% | +64.3% | +59.0% |
| YTD | +51.9% | +13.3% | +38.6% | +54.3% |
| 1Y | +75.0% | +1.0% | +74.0% | +77.2% |
| 3Y | +224.5% | +1.3% | +223.2% | +226.5% |
| All | -35.3% | +20.9% | -56.2% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling