+175.0%
BAC vs KEEL
+312.2%
-137.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.8% |
| 7D | +1.2% | +21.5% | -20.3% | +0.3% |
| 30D | -0.7% | -3.9% | +3.1% | -0.8% |
| 3M | +16.9% | -34.1% | +51.0% | +18.2% |
| 6M | +29.6% | +82.8% | -53.2% | +24.6% |
| YTD | +15.3% | +58.7% | -43.5% | +11.1% |
| 1Y | +28.8% | +191.4% | -162.6% | +19.7% |
| 3Y | +136.4% | +205.7% | -69.3% | +113.6% |
| 5Y | +72.9% | -37.0% | +109.9% | +57.0% |
| All | +175.0% | +312.2% | -137.1% | +137.8% |
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