+78.2%
HBAN vs KEEL
+197.5%
-119.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.5% |
| 7D | -1.0% | +2.9% | -3.9% | -1.3% |
| 30D | -5.6% | +0.8% | -6.4% | -6.0% |
| 3M | -1.1% | -35.3% | +34.2% | +1.0% |
| 6M | +9.9% | +59.4% | -49.5% | +2.6% |
| YTD | -0.9% | +51.9% | -52.9% | -8.0% |
| 1Y | -1.4% | +75.0% | -76.4% | -12.4% |
| 3Y | +78.2% | +224.5% | -146.3% | +33.2% |
| All | +78.2% | +197.5% | -119.3% | +33.2% |
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