+196.6%
B vs KEEL
+209.2%
-12.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.0% | +19.3% | -18.3% | -0.7% |
| 30D | +9.5% | +9.1% | +0.4% | +8.3% |
| 3M | +14.3% | -31.5% | +45.9% | +16.8% |
| 6M | -1.9% | +75.8% | -77.7% | -7.5% |
| YTD | +4.1% | +57.9% | -53.8% | -1.7% |
| 1Y | +56.1% | +133.3% | -77.2% | +42.7% |
| All | +196.6% | +209.2% | -12.6% | +149.9% |
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