+224.5%
KEEL vs CRS
+612.2%
-387.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.4% |
| 7D | +2.9% | -6.8% | +9.6% | +6.7% |
| 30D | +0.8% | -16.1% | +17.0% | +10.8% |
| 3M | -35.3% | -21.2% | -14.2% | -26.2% |
| 6M | +59.4% | +8.7% | +50.7% | +54.0% |
| YTD | +51.9% | +41.0% | +10.9% | +28.6% |
| 1Y | +75.0% | +82.7% | -7.7% | +28.5% |
| 3Y | +224.5% | +604.8% | -380.2% | +40.5% |
| All | +224.5% | +612.2% | -387.7% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling