+24.2%
FIX vs KEEL
-32.0%
+56.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.2% |
| 7D | +9.4% | -0.5% | +10.0% | +9.7% |
| 30D | -27.8% | -27.1% | -0.7% | -20.7% |
| 3M | -35.6% | -43.8% | +8.3% | -24.4% |
| 6M | -45.2% | -55.2% | +10.0% | -33.4% |
| YTD | +19.5% | -20.9% | +40.3% | +20.5% |
| 1Y | +24.2% | -28.5% | +52.7% | +26.3% |
| All | +24.2% | -32.0% | +56.2% | +26.3% |
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