+309.9%
KEEL vs CHD
+30.5%
+279.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.8% |
| 7D | +19.3% | -4.2% | +23.5% | +18.4% |
| 30D | +9.1% | -7.6% | +16.7% | +7.9% |
| 3M | -31.5% | -1.6% | -30.0% | -31.5% |
| 6M | +75.8% | -6.3% | +82.1% | +75.6% |
| YTD | +57.9% | +14.6% | +43.3% | +59.8% |
| 1Y | +133.3% | +1.6% | +131.7% | +135.6% |
| 3Y | +204.1% | +3.1% | +201.0% | +206.3% |
| 5Y | -37.5% | +21.1% | -58.6% | -37.9% |
| All | +309.9% | +30.5% | +279.5% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling