+280.1%
KEEL vs CRS
+1,033.0%
-752.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -6.4% |
| 7D | +2.7% | -4.1% | +6.8% | +4.2% |
| 30D | +4.6% | -16.6% | +21.1% | +11.8% |
| 3M | -34.5% | -14.3% | -20.2% | -30.4% |
| 6M | +59.3% | +11.6% | +47.7% | +54.2% |
| YTD | +46.4% | +42.6% | +3.8% | +29.7% |
| 1Y | +96.6% | +81.8% | +14.8% | +58.5% |
| 3Y | +182.0% | +632.1% | -450.1% | +44.4% |
| 5Y | -38.2% | +1,401.6% | -1,439.9% | -73.5% |
| All | +280.1% | +1,033.0% | -752.9% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling