+190.6%
ALL vs KEEL
+312.2%
-121.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -9.8% | -2.3% |
| 7D | -1.7% | +21.5% | -23.2% | -1.7% |
| 30D | -4.7% | -3.9% | -0.8% | -4.7% |
| 3M | +18.4% | -34.1% | +52.5% | +18.4% |
| 6M | +20.5% | +82.8% | -62.3% | +20.2% |
| YTD | +23.5% | +58.7% | -35.2% | +23.3% |
| 1Y | +29.0% | +191.4% | -162.4% | +28.0% |
| 3Y | +153.7% | +205.7% | -52.0% | +150.8% |
| 5Y | +114.8% | -37.0% | +151.8% | +111.1% |
| All | +190.6% | +312.2% | -121.6% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling