+105.9%
GILD vs KEEL
+197.5%
-91.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.5% | -0.8% |
| 7D | -4.8% | +2.9% | -7.7% | -4.8% |
| 30D | +5.8% | +0.8% | +4.9% | +5.7% |
| 3M | +14.9% | -35.3% | +50.3% | +15.3% |
| 6M | -0.4% | +59.4% | -59.7% | -1.1% |
| YTD | +18.5% | +51.9% | -33.4% | +17.5% |
| 1Y | +25.1% | +75.0% | -49.9% | +23.4% |
| 3Y | +105.9% | +224.5% | -118.7% | +93.0% |
| All | +105.9% | +197.5% | -91.6% | +93.0% |
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