-40.8%
BMNR vs KEEL
+169.0%
-209.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -7.1% |
| 7D | +4.9% | +7.8% | -2.8% | +1.8% |
| 30D | +35.5% | -11.7% | +47.2% | +40.6% |
| 3M | +39.6% | -41.5% | +81.1% | +67.2% |
| 6M | +18.2% | +54.9% | -36.7% | -15.5% |
| YTD | -8.0% | +47.7% | -55.7% | -32.9% |
| 1Y | -40.8% | +177.6% | -218.4% | -61.3% |
| All | -40.8% | +169.0% | -209.8% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling