-14.9%
GIS vs KEEL
+280.1%
-295.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.2% | -3.2% |
| 7D | -8.4% | +2.7% | -11.1% | -8.4% |
| 30D | -5.2% | +4.6% | -9.8% | -5.1% |
| 3M | +8.2% | -34.5% | +42.6% | +7.9% |
| 6M | -12.0% | +59.3% | -71.3% | -11.2% |
| YTD | -18.9% | +46.4% | -65.3% | -18.1% |
| 1Y | -23.6% | +96.6% | -120.2% | -22.6% |
| 3Y | -37.6% | +182.0% | -219.6% | -36.3% |
| 5Y | -25.2% | -38.2% | +13.0% | -23.9% |
| All | -14.9% | +280.1% | -295.0% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling