+294.5%
KEEL vs CNH
+106.2%
+188.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +2.9% | -5.7% | +8.6% | +5.9% |
| 30D | +0.8% | +26.6% | -25.7% | -12.3% |
| 3M | -35.3% | +31.1% | -66.4% | -45.5% |
| 6M | +59.4% | +24.9% | +34.5% | +36.8% |
| YTD | +51.9% | +48.7% | +3.2% | +17.0% |
| 1Y | +75.0% | +22.2% | +52.8% | +48.9% |
| 3Y | +224.5% | +7.4% | +217.1% | +193.0% |
| 5Y | -35.9% | +10.8% | -46.7% | -40.4% |
| All | +294.5% | +106.2% | +188.3% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling