+177.6%
KEEL vs CNI
+29.8%
+147.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +7.8% | -2.1% | +9.9% | +8.5% |
| 30D | -11.7% | -3.3% | -8.4% | -10.7% |
| 3M | -41.5% | +3.8% | -45.3% | -43.6% |
| 6M | +54.9% | +12.7% | +42.2% | +40.0% |
| YTD | +47.7% | +26.3% | +21.4% | +27.9% |
| 1Y | +177.6% | +29.9% | +147.7% | +148.5% |
| All | +177.6% | +29.8% | +147.8% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling