+177.6%
KEEL vs CRL
+78.8%
+98.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.2% | +4.0% |
| 7D | +7.8% | -1.0% | +8.8% | +8.0% |
| 30D | -11.7% | +10.7% | -22.4% | -13.3% |
| 3M | -41.5% | +55.3% | -96.8% | -47.7% |
| 6M | +54.9% | +60.7% | -5.7% | +34.9% |
| YTD | +47.7% | +44.6% | +3.0% | +32.7% |
| 1Y | +177.6% | +77.7% | +99.9% | +166.5% |
| All | +177.6% | +78.8% | +98.8% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling