+83.8%
BBY vs KEEL
+294.5%
-210.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.9% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +9.4% | +0.8% | +8.6% | +9.1% |
| 3M | +19.3% | -35.3% | +54.7% | +20.9% |
| 6M | +47.9% | +59.4% | -11.5% | +41.8% |
| YTD | +39.6% | +51.9% | -12.4% | +33.4% |
| 1Y | +22.2% | +75.0% | -52.8% | +14.6% |
| 3Y | +45.0% | +224.5% | -179.6% | +26.3% |
| 5Y | +2.6% | -35.9% | +38.5% | -9.8% |
| All | +83.8% | +294.5% | -210.7% | +45.9% |
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