+24.4%
GH vs KEEL
-34.6%
+59.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.7% |
| 7D | -2.5% | +2.9% | -5.4% | -3.1% |
| 30D | -4.7% | +0.8% | -5.5% | -5.5% |
| 3M | +20.2% | -35.3% | +55.6% | +26.2% |
| 6M | +78.8% | +59.4% | +19.4% | +56.2% |
| YTD | +54.1% | +51.9% | +2.2% | +33.3% |
| 1Y | +177.1% | +75.0% | +102.1% | +118.2% |
| 3Y | +371.6% | +224.5% | +147.1% | +168.5% |
| All | +24.4% | -34.6% | +59.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling