-47.5%
BA vs KEEL
+105.5%
-153.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -7.1% | -27.1% | +19.9% | -5.9% |
| 3M | -25.5% | -43.8% | +18.3% | -23.8% |
| 6M | -28.7% | -55.2% | +26.5% | -26.8% |
| YTD | -21.0% | -20.9% | -0.2% | -22.1% |
| 1Y | -11.9% | -28.5% | +16.6% | -12.8% |
| 3Y | -16.2% | +66.1% | -82.2% | -24.8% |
| 5Y | -22.4% | -78.3% | +55.9% | -28.7% |
| All | -47.5% | +105.5% | -153.0% | -52.6% |
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