+3,035.4%
FIX vs KEEL
+128.7%
+2,906.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.4% | -3.3% | +4.2% |
| 7D | +6.4% | -1.4% | +7.9% | +6.6% |
| 30D | -29.1% | -29.8% | +0.7% | -26.7% |
| 3M | -31.1% | -37.1% | +5.9% | -28.3% |
| 6M | -42.8% | -51.9% | +9.1% | -39.4% |
| YTD | +24.6% | -11.9% | +36.6% | +24.9% |
| 1Y | +21.9% | -38.6% | +60.5% | +25.0% |
| 3Y | +524.9% | +72.5% | +452.4% | +476.4% |
| 5Y | +1,092.2% | -74.4% | +1,166.6% | +1,034.2% |
| All | +3,035.4% | +128.7% | +2,906.7% | +2,343.2% |
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 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