-6.9%
GEHC vs KEEL
+169.0%
-175.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.2% |
| 7D | -4.0% | +7.8% | -11.8% | -4.0% |
| 30D | -2.0% | -11.7% | +9.7% | -2.0% |
| 3M | +8.0% | -41.5% | +49.5% | +9.2% |
| 6M | -12.8% | +54.9% | -67.7% | -15.6% |
| YTD | -15.9% | +47.7% | -63.6% | -18.4% |
| 1Y | -6.9% | +177.6% | -184.5% | -9.5% |
| All | -6.9% | +169.0% | -175.9% | -9.5% |
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