-38.2%
KEEL vs CNH
+8.8%
-47.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -5.2% |
| 7D | +2.7% | -2.5% | +5.1% | +4.1% |
| 30D | +4.6% | +27.0% | -22.4% | -14.1% |
| 3M | -34.5% | +32.6% | -67.1% | -49.0% |
| 6M | +59.3% | +23.6% | +35.7% | +29.0% |
| YTD | +46.4% | +47.8% | -1.5% | +0.2% |
| 1Y | +96.6% | +21.3% | +75.3% | +56.0% |
| 3Y | +182.0% | +7.0% | +175.0% | +140.1% |
| 5Y | -38.2% | +10.2% | -48.4% | -48.8% |
| All | -38.2% | +8.8% | -47.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling