+130.0%
F vs KEEL
+283.4%
-153.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.2% |
| 7D | +5.3% | +7.8% | -2.4% | +4.8% |
| 30D | +4.6% | -11.7% | +16.3% | +5.1% |
| 3M | -3.7% | -41.5% | +37.8% | -1.4% |
| 6M | +16.8% | +54.9% | -38.1% | +11.9% |
| YTD | +15.3% | +47.7% | -32.4% | +10.2% |
| 1Y | +31.0% | +177.6% | -146.6% | +18.3% |
| 3Y | +45.4% | +164.9% | -119.5% | +25.9% |
| 5Y | +54.7% | -45.9% | +100.5% | +35.3% |
| All | +130.0% | +283.4% | -153.4% | +88.6% |
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 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