+177.6%
KEEL vs CRS
+102.1%
+75.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.7% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -11.7% | -16.6% | +4.9% | -3.4% |
| 3M | -41.5% | -3.5% | -38.0% | -39.3% |
| 6M | +54.9% | +15.4% | +39.5% | +49.5% |
| YTD | +47.7% | +51.2% | -3.5% | +34.4% |
| 1Y | +177.6% | +98.3% | +79.3% | +174.7% |
| All | +177.6% | +102.1% | +75.5% | +174.7% |
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