-78.4%
KEEL vs CP
+25.5%
-103.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.2% |
| 7D | -0.5% | +2.1% | -2.7% | -2.4% |
| 30D | -27.1% | +9.3% | -36.4% | -33.4% |
| 3M | -43.8% | +0.5% | -44.3% | -44.6% |
| 6M | -55.2% | +10.4% | -65.6% | -60.5% |
| YTD | -20.9% | +28.7% | -49.5% | -40.3% |
| 1Y | -28.5% | +33.2% | -61.6% | -48.0% |
| 3Y | +66.1% | +38.4% | +27.6% | +16.7% |
| All | -78.4% | +25.5% | -103.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling