-35.3%
KEEL vs CRL
-37.1%
+1.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.5% |
| 7D | +2.9% | -3.5% | +6.4% | +5.2% |
| 30D | +0.8% | -2.1% | +3.0% | +2.6% |
| 3M | -35.3% | +48.0% | -83.3% | -51.5% |
| 6M | +59.4% | +64.7% | -5.4% | +8.1% |
| YTD | +51.9% | +39.5% | +12.4% | +15.8% |
| 1Y | +75.0% | +74.2% | +0.8% | +10.9% |
| 3Y | +224.5% | +39.4% | +185.2% | +131.1% |
| All | -35.3% | -37.1% | +1.8% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling