+14.4%
FIX vs KEEL
-45.0%
+59.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.1% | -11.0% | -13.8% |
| 7D | -18.9% | -13.6% | -5.3% | -15.2% |
| 30D | -36.3% | -39.1% | +2.8% | -26.2% |
| 3M | -38.5% | -48.9% | +10.4% | -26.1% |
| 6M | -42.3% | -35.4% | -6.9% | -36.8% |
| YTD | +17.1% | -10.6% | +27.7% | +13.2% |
| 1Y | +14.4% | -45.3% | +59.7% | +23.2% |
| All | +14.4% | -45.0% | +59.3% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling