+239.6%
BX vs KEEL
+280.1%
-40.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.4% | -2.2% |
| 7D | -8.9% | +2.7% | -11.6% | -9.2% |
| 30D | -14.8% | +4.6% | -19.3% | -15.4% |
| 3M | +6.9% | -34.5% | +41.4% | +9.2% |
| 6M | +16.3% | +59.3% | -43.0% | +8.9% |
| YTD | -16.1% | +46.4% | -62.5% | -21.3% |
| 1Y | -26.8% | +96.6% | -123.4% | -34.4% |
| 3Y | +22.4% | +182.0% | -159.5% | +0.8% |
| 5Y | +16.0% | -38.2% | +54.3% | -2.6% |
| All | +239.6% | +280.1% | -40.5% | +166.5% |
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