+312.2%
KEEL vs CNH
+106.5%
+205.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.6% | +13.0% | +10.5% |
| 7D | +21.5% | +8.8% | +12.7% | +15.4% |
| 30D | -3.9% | +24.7% | -28.5% | -15.6% |
| 3M | -34.1% | +27.3% | -61.4% | -43.6% |
| 6M | +82.8% | +23.2% | +59.7% | +58.1% |
| YTD | +58.7% | +48.9% | +9.8% | +22.1% |
| 1Y | +191.4% | +19.4% | +172.0% | +150.6% |
| 3Y | +205.7% | +7.8% | +198.0% | +175.4% |
| 5Y | -37.0% | +8.7% | -45.7% | -41.2% |
| All | +312.2% | +106.5% | +205.7% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling