+312.2%
KEEL vs COO
-19.8%
+332.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.7% | +10.2% | +8.8% |
| 7D | +21.5% | -2.3% | +23.8% | +22.8% |
| 30D | -3.9% | -8.8% | +4.9% | -0.1% |
| 3M | -34.1% | +1.3% | -35.4% | -36.5% |
| 6M | +82.8% | -11.6% | +94.4% | +88.9% |
| YTD | +58.7% | -17.4% | +76.1% | +70.9% |
| 1Y | +191.4% | -1.6% | +193.0% | +177.4% |
| 3Y | +205.7% | -22.6% | +228.4% | +219.1% |
| 5Y | -37.0% | -40.3% | +3.4% | -27.8% |
| All | +312.2% | -19.8% | +332.0% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling