+4.5%
HD vs KEEL
-41.3%
+45.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.7% | -1.2% |
| 7D | -3.9% | +2.7% | -6.6% | -4.1% |
| 30D | -13.1% | +4.6% | -17.7% | -13.5% |
| 3M | -3.4% | -34.5% | +31.0% | -2.2% |
| 6M | -12.6% | +59.3% | -71.8% | -16.4% |
| YTD | -9.2% | +46.4% | -55.6% | -13.3% |
| 1Y | -23.9% | +96.6% | -120.5% | -30.2% |
| 3Y | +0.4% | +182.0% | -181.5% | -15.8% |
| 5Y | +4.5% | -38.2% | +42.8% | -8.5% |
| All | +4.5% | -41.3% | +45.8% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling