+20.5%
BMY vs KEEL
+197.5%
-177.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.2% |
| 7D | -4.8% | +2.9% | -7.6% | -4.8% |
| 30D | -0.1% | +0.8% | -0.9% | -0.1% |
| 3M | +13.1% | -35.3% | +48.4% | +13.3% |
| 6M | +8.4% | +59.4% | -51.0% | +6.9% |
| YTD | +22.0% | +51.9% | -29.9% | +20.0% |
| 1Y | +40.3% | +75.0% | -34.7% | +36.4% |
| 3Y | +20.5% | +224.5% | -204.0% | +9.6% |
| All | +20.5% | +197.5% | -177.0% | +9.6% |
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