+88.6%
HD vs KEEL
+283.4%
-194.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.6% | +0.8% |
| 7D | -2.1% | +7.8% | -9.8% | -2.3% |
| 30D | -8.4% | -11.7% | +3.3% | -8.2% |
| 3M | +4.3% | -41.5% | +45.8% | +5.6% |
| 6M | -11.1% | +54.9% | -66.0% | -13.5% |
| YTD | -4.7% | +47.7% | -52.3% | -7.4% |
| 1Y | -19.8% | +177.6% | -197.4% | -24.8% |
| 3Y | +4.1% | +164.9% | -160.8% | -5.0% |
| 5Y | +10.3% | -45.9% | +56.2% | +1.4% |
| All | +88.6% | +283.4% | -194.9% | +65.8% |
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