+294.5%
KEEL vs CP
+101.7%
+192.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.5% |
| 7D | +2.9% | -2.6% | +5.5% | +4.7% |
| 30D | +0.8% | -3.7% | +4.6% | +3.4% |
| 3M | -35.3% | +0.1% | -35.5% | -36.2% |
| 6M | +59.4% | +7.8% | +51.5% | +50.0% |
| YTD | +51.9% | +21.7% | +30.2% | +30.9% |
| 1Y | +75.0% | +18.6% | +56.4% | +54.1% |
| 3Y | +224.5% | +17.5% | +207.0% | +190.5% |
| 5Y | -35.9% | +35.4% | -71.3% | -45.0% |
| All | +294.5% | +101.7% | +192.7% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling