+283.4%
KEEL vs CP
+107.1%
+176.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +7.8% | -2.7% | +10.4% | +9.8% |
| 30D | -11.7% | +0.2% | -11.9% | -11.8% |
| 3M | -41.5% | +2.6% | -44.1% | -43.3% |
| 6M | +54.9% | +6.0% | +48.9% | +47.7% |
| YTD | +47.7% | +24.9% | +22.7% | +25.0% |
| 1Y | +177.6% | +20.1% | +157.5% | +142.0% |
| 3Y | +164.9% | +16.4% | +148.5% | +137.6% |
| 5Y | -45.9% | +31.7% | -77.6% | -53.5% |
| All | +283.4% | +107.1% | +176.3% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling