+56.7%
D vs KEEL
+197.5%
-140.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -1.1% |
| 7D | -2.2% | +2.9% | -5.1% | -2.3% |
| 30D | -4.5% | +0.8% | -5.3% | -4.5% |
| 3M | -2.5% | -35.3% | +32.8% | -2.4% |
| 6M | +5.5% | +59.4% | -53.8% | +4.7% |
| YTD | +13.3% | +51.9% | -38.7% | +12.3% |
| 1Y | +11.8% | +75.0% | -63.2% | +10.6% |
| 3Y | +56.7% | +224.5% | -167.8% | +44.0% |
| All | +56.7% | +197.5% | -140.8% | +44.0% |
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