+176.3%
BAC vs KEEL
+294.5%
-118.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | 0.0% | +2.9% | -2.9% | -0.1% |
| 30D | -2.8% | +0.8% | -3.6% | -3.0% |
| 3M | +14.2% | -35.3% | +49.6% | +15.6% |
| 6M | +30.5% | +59.4% | -28.8% | +26.2% |
| YTD | +15.8% | +51.9% | -36.1% | +11.8% |
| 1Y | +26.2% | +75.0% | -48.8% | +19.9% |
| 3Y | +136.5% | +224.5% | -88.0% | +113.4% |
| 5Y | +75.9% | -35.9% | +111.9% | +60.0% |
| All | +176.3% | +294.5% | -118.1% | +139.3% |
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