-10.6%
BITO vs KEEL
-37.4%
+26.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.2% |
| 7D | -3.4% | +2.9% | -6.3% | -4.5% |
| 30D | +21.4% | +0.8% | +20.6% | +19.5% |
| 3M | +20.5% | -35.3% | +55.8% | +30.7% |
| 6M | +7.4% | +59.4% | -52.0% | -16.4% |
| YTD | -13.9% | +51.9% | -65.8% | -32.9% |
| 1Y | -35.1% | +75.0% | -110.1% | -56.2% |
| 3Y | +156.8% | +224.5% | -67.7% | +8.2% |
| All | -10.6% | -37.4% | +26.8% | -35.8% |
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