+25.0%
HL vs KEEL
-45.0%
+70.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.1% | +17.3% | +14.1% |
| 7D | +0.2% | -13.6% | +13.8% | +3.3% |
| 30D | -12.1% | -39.1% | +27.0% | -1.7% |
| 3M | -2.8% | -48.9% | +46.1% | +11.7% |
| 6M | -14.9% | -35.4% | +20.5% | -9.7% |
| YTD | -22.0% | -10.6% | -11.4% | -25.4% |
| 1Y | +25.0% | -45.3% | +70.3% | +28.8% |
| All | +25.0% | -45.0% | +70.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling