-68.2%
BAX vs KEEL
+309.9%
-378.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.1% | +19.3% | -24.4% | -5.4% |
| 30D | -12.2% | +9.1% | -21.3% | -12.4% |
| 3M | +21.8% | -31.5% | +53.4% | +22.2% |
| 6M | +36.3% | +75.8% | -39.5% | +33.9% |
| YTD | +27.8% | +57.9% | -30.1% | +25.6% |
| 1Y | -0.1% | +133.3% | -133.4% | -3.0% |
| 3Y | -33.3% | +204.1% | -237.4% | -36.4% |
| 5Y | -67.1% | -37.5% | -29.5% | -68.7% |
| All | -68.2% | +309.9% | -378.2% | -70.2% |
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