+224.5%
KEEL vs CNH
+6.9%
+217.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +2.9% | -5.7% | +8.6% | +5.8% |
| 30D | +0.8% | +26.6% | -25.7% | -12.3% |
| 3M | -35.3% | +31.1% | -66.4% | -45.6% |
| 6M | +59.4% | +24.9% | +34.5% | +36.8% |
| YTD | +51.9% | +48.7% | +3.2% | +15.0% |
| 1Y | +75.0% | +22.2% | +52.8% | +49.5% |
| 3Y | +224.5% | +7.4% | +217.1% | +212.4% |
| All | +224.5% | +6.9% | +217.7% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling