-35.0%
BA vs KEEL
+283.4%
-318.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | +1.2% | +7.8% | -6.6% | +0.7% |
| 30D | -11.6% | -11.7% | +0.1% | -11.3% |
| 3M | -2.4% | -41.5% | +39.1% | -0.4% |
| 6M | -6.6% | +54.9% | -61.5% | -10.3% |
| YTD | -2.2% | +47.7% | -49.9% | -6.2% |
| 1Y | -8.0% | +177.6% | -185.6% | -16.3% |
| 3Y | -5.0% | +164.9% | -169.9% | -16.8% |
| 5Y | -2.7% | -45.9% | +43.2% | -13.8% |
| All | -35.0% | +283.4% | -318.4% | -43.0% |
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 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