+1.3%
BBY vs KEEL
-34.6%
+35.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.8% |
| 7D | +0.6% | +2.9% | -2.3% | +0.3% |
| 30D | +9.4% | +0.8% | +8.6% | +8.8% |
| 3M | +19.3% | -35.3% | +54.7% | +22.0% |
| 6M | +47.9% | +59.4% | -11.5% | +37.5% |
| YTD | +39.6% | +51.9% | -12.4% | +29.0% |
| 1Y | +22.2% | +75.0% | -52.8% | +8.8% |
| 3Y | +45.0% | +224.5% | -179.6% | +9.5% |
| All | +1.3% | -34.6% | +35.9% | -21.4% |
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