+149.6%
GOOGL vs KEEL
+197.5%
-47.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.5% |
| 7D | 0.0% | +2.9% | -2.9% | -0.2% |
| 30D | -1.4% | +0.8% | -2.3% | -1.8% |
| 3M | -5.3% | -35.3% | +30.0% | -3.3% |
| 6M | +9.8% | +59.4% | -49.6% | +3.0% |
| YTD | +8.4% | +51.9% | -43.6% | +1.2% |
| 1Y | +41.2% | +75.0% | -33.8% | +27.6% |
| 3Y | +149.6% | +224.5% | -75.0% | +99.2% |
| All | +149.6% | +197.5% | -47.9% | +99.2% |
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