+32.9%
F vs KEEL
+209.2%
-176.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.9% |
| 7D | -4.9% | +19.3% | -24.2% | -6.3% |
| 30D | -2.9% | +9.1% | -12.0% | -3.9% |
| 3M | -9.1% | -31.5% | +22.5% | -7.2% |
| 6M | +12.9% | +75.8% | -62.9% | +5.6% |
| YTD | +6.1% | +57.9% | -51.8% | -0.6% |
| 1Y | +22.5% | +133.3% | -110.8% | +8.1% |
| All | +32.9% | +209.2% | -176.2% | +3.6% |
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