-35.3%
KEEL vs CRS
+1,363.4%
-1,398.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.4% |
| 7D | +2.9% | -6.8% | +9.6% | +7.0% |
| 30D | +0.8% | -16.1% | +17.0% | +11.7% |
| 3M | -35.3% | -21.2% | -14.2% | -25.5% |
| 6M | +59.4% | +8.7% | +50.7% | +52.4% |
| YTD | +51.9% | +41.0% | +10.9% | +24.4% |
| 1Y | +75.0% | +82.7% | -7.7% | +20.9% |
| 3Y | +224.5% | +604.8% | -380.2% | -6.2% |
| All | -35.3% | +1,363.4% | -1,398.7% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling