+294.5%
KEEL vs CRS
+1,020.2%
-725.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.2% |
| 7D | +2.9% | -6.8% | +9.6% | +5.5% |
| 30D | +0.8% | -16.1% | +17.0% | +7.7% |
| 3M | -35.3% | -21.2% | -14.2% | -29.1% |
| 6M | +59.4% | +8.7% | +50.7% | +55.8% |
| YTD | +51.9% | +41.0% | +10.9% | +35.2% |
| 1Y | +75.0% | +82.7% | -7.7% | +41.0% |
| 3Y | +224.5% | +604.8% | -380.2% | +68.3% |
| 5Y | -35.9% | +1,384.7% | -1,420.6% | -72.3% |
| All | +294.5% | +1,020.2% | -725.7% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling