+131.5%
BKNG vs KEEL
+280.1%
-148.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.9% |
| 7D | -10.7% | +2.7% | -13.3% | -10.8% |
| 30D | -18.1% | +4.6% | -22.7% | -18.5% |
| 3M | +8.5% | -34.5% | +43.0% | +9.7% |
| 6M | -0.1% | +59.3% | -59.3% | -4.3% |
| YTD | -18.2% | +46.4% | -64.6% | -21.8% |
| 1Y | -19.9% | +96.6% | -116.4% | -25.8% |
| 3Y | +41.6% | +182.0% | -140.4% | +23.3% |
| 5Y | +93.1% | -38.2% | +131.4% | +69.4% |
| All | +131.5% | +280.1% | -148.6% | +100.2% |
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