+156.8%
BITO vs KEEL
+197.5%
-40.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.3% |
| 30D | +21.4% | +0.8% | +20.6% | +19.9% |
| 3M | +20.5% | -35.3% | +55.8% | +29.3% |
| 6M | +7.4% | +59.4% | -52.0% | -12.9% |
| YTD | -13.9% | +51.9% | -65.8% | -30.0% |
| 1Y | -35.1% | +75.0% | -110.1% | -53.5% |
| 3Y | +156.8% | +224.5% | -67.7% | +29.2% |
| All | +156.8% | +197.5% | -40.7% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling