+15.5%
ABNB vs KEEL
+197.5%
-182.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +1.2% |
| 7D | -6.5% | +2.9% | -9.3% | -6.7% |
| 30D | -5.5% | +0.8% | -6.3% | -6.0% |
| 3M | +30.0% | -35.3% | +65.4% | +32.8% |
| 6M | +27.6% | +59.4% | -31.8% | +18.3% |
| YTD | +25.4% | +51.9% | -26.5% | +15.8% |
| 1Y | +38.3% | +75.0% | -36.7% | +21.5% |
| 3Y | +15.5% | +224.5% | -209.0% | -16.9% |
| All | +15.5% | +197.5% | -182.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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