+75.0%
KEEL vs CRL
+80.5%
-5.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.3% |
| 7D | +2.9% | -3.5% | +6.4% | +3.7% |
| 30D | +0.8% | -2.1% | +3.0% | +1.5% |
| 3M | -35.3% | +48.0% | -83.3% | -42.1% |
| 6M | +59.4% | +64.7% | -5.4% | +34.4% |
| YTD | +51.9% | +39.5% | +12.4% | +36.5% |
| 1Y | +75.0% | +74.2% | +0.8% | +64.8% |
| All | +75.0% | +80.5% | -5.5% | +64.8% |
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