+309.9%
KEEL vs CRL
+116.2%
+193.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | +19.3% | -4.6% | +23.9% | +22.5% |
| 30D | +9.1% | +0.5% | +8.6% | +9.0% |
| 3M | -31.5% | +46.6% | -78.2% | -47.3% |
| 6M | +75.8% | +57.3% | +18.6% | +26.4% |
| YTD | +57.9% | +39.5% | +18.3% | +22.8% |
| 1Y | +133.3% | +76.9% | +56.5% | +52.5% |
| 3Y | +204.1% | +39.4% | +164.7% | +123.4% |
| 5Y | -37.5% | -37.2% | -0.4% | -31.0% |
| All | +309.9% | +116.2% | +193.8% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling