+294.5%
KEEL vs COPX
+524.2%
-229.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +2.9% | -2.3% | +5.2% | +5.2% |
| 30D | +0.8% | +0.3% | +0.6% | +1.4% |
| 3M | -35.3% | +6.8% | -42.1% | -38.7% |
| 6M | +59.4% | +7.9% | +51.4% | +49.5% |
| YTD | +51.9% | +23.7% | +28.2% | +27.2% |
| 1Y | +75.0% | +71.5% | +3.5% | +13.1% |
| 3Y | +224.5% | +149.1% | +75.4% | +53.6% |
| 5Y | -35.9% | +167.3% | -203.2% | -69.4% |
| All | +294.5% | +524.2% | -229.7% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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