+224.5%
KEEL vs CRL
+38.6%
+185.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.7% |
| 7D | +2.9% | -3.5% | +6.4% | +4.8% |
| 30D | +0.8% | -2.1% | +3.0% | +2.3% |
| 3M | -35.3% | +48.0% | -83.3% | -49.2% |
| 6M | +59.4% | +64.7% | -5.4% | +14.7% |
| YTD | +51.9% | +39.5% | +12.4% | +21.3% |
| 1Y | +75.0% | +74.2% | +0.8% | +19.0% |
| 3Y | +224.5% | +39.4% | +185.2% | +159.8% |
| All | +224.5% | +38.6% | +185.9% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling