-3.5%
GEHC vs KEEL
+197.5%
-201.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.6% |
| 7D | -7.2% | +2.9% | -10.0% | -7.3% |
| 30D | -11.6% | +0.8% | -12.4% | -11.8% |
| 3M | -0.8% | -35.3% | +34.5% | +0.6% |
| 6M | -11.9% | +59.4% | -71.3% | -16.3% |
| YTD | -21.9% | +51.9% | -73.9% | -26.0% |
| 1Y | -17.8% | +75.0% | -92.8% | -24.6% |
| 3Y | -3.5% | +224.5% | -228.1% | -14.1% |
| All | -3.5% | +197.5% | -201.0% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling