-37.3%
BA vs KEEL
+280.1%
-317.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -0.4% |
| 7D | -2.7% | +2.7% | -5.4% | -2.9% |
| 30D | -12.2% | +4.6% | -16.8% | -12.6% |
| 3M | -2.0% | -34.5% | +32.5% | -0.6% |
| 6M | -6.0% | +59.3% | -65.2% | -9.7% |
| YTD | -5.7% | +46.4% | -52.1% | -9.5% |
| 1Y | -10.0% | +96.6% | -106.6% | -16.3% |
| 3Y | -3.1% | +182.0% | -185.0% | -15.4% |
| 5Y | -2.6% | -38.2% | +35.6% | -13.9% |
| All | -37.3% | +280.1% | -317.4% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling