-45.3%
KEEL vs CRS
-3.8%
-41.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.6% | -3.2% |
| 7D | -13.6% | +4.3% | -17.9% | -15.7% |
| 30D | -39.1% | -25.5% | -13.6% | -27.9% |
| 3M | -48.9% | -48.7% | -0.2% | -22.4% |
| 6M | -35.4% | -31.6% | -3.8% | -17.1% |
| YTD | -10.6% | -7.0% | -3.6% | -2.6% |
| 1Y | -45.3% | -4.5% | -40.8% | -40.6% |
| All | -45.3% | -3.8% | -41.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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