-35.3%
KEEL vs CP
+34.9%
-70.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.4% |
| 7D | +2.9% | -2.6% | +5.5% | +5.5% |
| 30D | +0.8% | -3.7% | +4.6% | +4.5% |
| 3M | -35.3% | +0.1% | -35.5% | -36.8% |
| 6M | +59.4% | +7.8% | +51.5% | +45.1% |
| YTD | +51.9% | +21.7% | +30.2% | +21.0% |
| 1Y | +75.0% | +18.6% | +56.4% | +43.8% |
| 3Y | +224.5% | +17.5% | +207.0% | +166.8% |
| All | -35.3% | +34.9% | -70.2% | -58.9% |
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