-38.2%
KEEL vs CP
+32.2%
-70.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.9% | -6.0% |
| 7D | +2.7% | -2.7% | +5.4% | +5.4% |
| 30D | +4.6% | -3.4% | +7.9% | +7.9% |
| 3M | -34.5% | -0.6% | -33.8% | -35.5% |
| 6M | +59.3% | +6.3% | +53.0% | +47.0% |
| YTD | +46.4% | +21.2% | +25.2% | +17.1% |
| 1Y | +96.6% | +20.0% | +76.5% | +59.9% |
| 3Y | +182.0% | +18.7% | +163.2% | +128.9% |
| 5Y | -38.2% | +34.8% | -73.0% | -60.7% |
| All | -38.2% | +32.2% | -70.4% | -60.7% |
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