+98.5%
FLEX vs KEEL
+169.0%
-70.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.6% |
| 7D | -0.9% | +7.8% | -8.7% | -2.9% |
| 30D | -10.1% | -11.7% | +1.6% | -8.0% |
| 3M | -31.3% | -41.5% | +10.1% | -23.5% |
| 6M | +71.3% | +54.9% | +16.4% | +57.5% |
| YTD | +81.2% | +47.7% | +33.6% | +65.5% |
| 1Y | +98.5% | +177.6% | -79.1% | +89.7% |
| All | +98.5% | +169.0% | -70.5% | +89.7% |
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