-31.9%
ADSK vs KEEL
+169.0%
-200.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.6% | -11.8% | -8.2% |
| 7D | -16.4% | +7.8% | -24.2% | -16.2% |
| 30D | -9.2% | -11.7% | +2.5% | -9.3% |
| 3M | -6.7% | -41.5% | +34.7% | -6.3% |
| 6M | -15.5% | +54.9% | -70.4% | -17.8% |
| YTD | -26.4% | +47.7% | -74.0% | -28.5% |
| 1Y | -31.9% | +177.6% | -209.5% | -32.0% |
| All | -31.9% | +169.0% | -200.9% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling