-17.8%
GEHC vs KEEL
+89.9%
-107.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.5% |
| 7D | -7.2% | +2.9% | -10.0% | -7.1% |
| 30D | -11.6% | +0.8% | -12.4% | -11.5% |
| 3M | -0.8% | -35.3% | +34.5% | +0.1% |
| 6M | -11.9% | +59.4% | -71.3% | -14.8% |
| YTD | -21.9% | +51.9% | -73.9% | -24.3% |
| 1Y | -17.8% | +75.0% | -92.8% | -20.8% |
| All | -17.8% | +89.9% | -107.7% | -20.8% |
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