-38.2%
KEEL vs COO
-51.8%
+13.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.7% | +7.4% | +2.5% |
| 7D | +2.7% | -23.3% | +26.0% | +21.6% |
| 30D | +4.6% | -29.5% | +34.0% | +30.5% |
| 3M | -34.5% | -20.0% | -14.5% | -27.5% |
| 6M | +59.3% | -27.2% | +86.5% | +87.4% |
| YTD | +46.4% | -33.9% | +80.3% | +87.0% |
| 1Y | +96.6% | -19.9% | +116.5% | +106.3% |
| 3Y | +182.0% | -38.1% | +220.1% | +223.0% |
| 5Y | -38.2% | -52.0% | +13.7% | +33.4% |
| All | -38.2% | -51.8% | +13.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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