-46.6%
BA vs KEEL
+128.7%
-175.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | +0.2% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | -7.9% | -29.8% | +21.9% | -6.5% |
| 3M | -25.2% | -37.1% | +11.9% | -23.9% |
| 6M | -26.7% | -51.9% | +25.1% | -25.0% |
| YTD | -19.6% | -11.9% | -7.7% | -21.1% |
| 1Y | -10.6% | -38.6% | +28.0% | -10.9% |
| 3Y | -11.2% | +72.5% | -83.7% | -20.6% |
| 5Y | -20.4% | -74.4% | +53.9% | -27.5% |
| All | -46.6% | +128.7% | -175.3% | -52.1% |
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