+2.0%
BSX vs KEEL
+294.5%
-292.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | -10.1% | +2.9% | -13.0% | -10.1% |
| 30D | -16.4% | +0.8% | -17.3% | -16.5% |
| 3M | -8.9% | -35.3% | +26.4% | -8.4% |
| 6M | -38.3% | +59.4% | -97.6% | -39.4% |
| YTD | -54.9% | +51.9% | -106.8% | -55.8% |
| 1Y | -58.8% | +75.0% | -133.8% | -60.0% |
| 3Y | -21.2% | +224.5% | -245.8% | -26.1% |
| 5Y | -3.3% | -35.9% | +32.6% | -8.9% |
| All | +2.0% | +294.5% | -292.5% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling