+187.9%
KEEL vs CRBG
+117.3%
+70.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.3% | +2.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.3% |
| 30D | +0.8% | +2.6% | -1.8% | -1.6% |
| 3M | -35.3% | +24.0% | -59.3% | -46.0% |
| 6M | +59.4% | +50.5% | +8.9% | +13.8% |
| YTD | +51.9% | +17.1% | +34.8% | +31.2% |
| 1Y | +75.0% | +5.9% | +69.1% | +61.7% |
| 3Y | +224.5% | +122.7% | +101.8% | +76.3% |
| All | +187.9% | +117.3% | +70.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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