+1,418.4%
FLEX vs KEEL
+312.2%
+1,106.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.5% | -3.1% | +3.6% |
| 7D | +7.0% | +21.5% | -14.5% | +4.8% |
| 30D | -5.8% | -3.9% | -1.9% | -5.7% |
| 3M | -24.2% | -34.1% | +9.9% | -21.5% |
| 6M | +90.8% | +82.8% | +8.0% | +79.8% |
| YTD | +89.2% | +58.7% | +30.5% | +79.4% |
| 1Y | +104.7% | +191.4% | -86.7% | +81.6% |
| 3Y | +478.1% | +205.7% | +272.3% | +386.4% |
| 5Y | +726.2% | -37.0% | +763.2% | +616.5% |
| All | +1,418.4% | +312.2% | +1,106.3% | +913.4% |
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