+2.3%
BSX vs KEEL
+280.1%
-277.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.1% | -4.0% |
| 7D | -8.2% | +2.7% | -10.9% | -8.3% |
| 30D | -15.8% | +4.6% | -20.4% | -16.0% |
| 3M | -10.8% | -34.5% | +23.6% | -10.4% |
| 6M | -38.4% | +59.3% | -97.7% | -39.5% |
| YTD | -54.8% | +46.4% | -101.2% | -55.6% |
| 1Y | -59.0% | +96.6% | -155.6% | -60.3% |
| 3Y | -20.0% | +182.0% | -202.0% | -24.7% |
| 5Y | -3.1% | -38.2% | +35.2% | -8.6% |
| All | +2.3% | +280.1% | -277.9% | -6.2% |
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