+83.9%
BP vs KEEL
+309.9%
-226.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +4.0% | +19.3% | -15.3% | +3.7% |
| 30D | +7.8% | +9.1% | -1.3% | +7.6% |
| 3M | +8.4% | -31.5% | +39.9% | +8.8% |
| 6M | +15.1% | +75.8% | -60.8% | +13.1% |
| YTD | +36.4% | +57.9% | -21.5% | +34.2% |
| 1Y | +40.9% | +133.3% | -92.4% | +36.8% |
| 3Y | +38.8% | +204.1% | -165.2% | +32.1% |
| 5Y | +141.1% | -37.5% | +178.6% | +128.4% |
| All | +83.9% | +309.9% | -226.0% | +79.5% |
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