-67.4%
BAX vs KEEL
-34.6%
-32.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -1.7% |
| 7D | -7.9% | +2.9% | -10.7% | -8.0% |
| 30D | -11.7% | +0.8% | -12.5% | -11.8% |
| 3M | +16.2% | -35.3% | +51.5% | +17.2% |
| 6M | +32.0% | +59.4% | -27.4% | +27.6% |
| YTD | +24.7% | +51.9% | -27.2% | +20.4% |
| 1Y | -2.6% | +75.0% | -77.6% | -7.7% |
| 3Y | -35.0% | +224.5% | -259.5% | -42.4% |
| All | -67.4% | -34.6% | -32.8% | -71.1% |
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