+81.3%
HD vs KEEL
+294.5%
-213.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.9% |
| 7D | -3.8% | +2.9% | -6.7% | -3.9% |
| 30D | -9.4% | +0.8% | -10.3% | -9.6% |
| 3M | -4.6% | -35.3% | +30.7% | -3.7% |
| 6M | -10.1% | +59.4% | -69.5% | -12.6% |
| YTD | -8.3% | +51.9% | -60.2% | -11.0% |
| 1Y | -25.0% | +75.0% | -100.0% | -28.3% |
| 3Y | +1.5% | +224.5% | -223.0% | -8.0% |
| 5Y | +5.6% | -35.9% | +41.5% | -3.3% |
| All | +81.3% | +294.5% | -213.1% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling