+75.6%
BAC vs KEEL
-41.3%
+116.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.4% |
| 7D | -0.3% | +2.7% | -2.9% | -0.5% |
| 30D | -1.8% | +4.6% | -6.3% | -2.5% |
| 3M | +15.3% | -34.5% | +49.8% | +17.6% |
| 6M | +30.2% | +59.3% | -29.1% | +22.1% |
| YTD | +15.6% | +46.4% | -30.8% | +8.3% |
| 1Y | +27.5% | +96.6% | -69.1% | +13.9% |
| 3Y | +137.0% | +182.0% | -44.9% | +90.8% |
| 5Y | +75.6% | -38.2% | +113.8% | +49.1% |
| All | +75.6% | -41.3% | +116.9% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling