+228.7%
HL vs KEEL
-34.6%
+263.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.8% |
| 7D | -4.4% | +2.9% | -7.2% | -4.8% |
| 30D | +9.3% | +0.8% | +8.5% | +8.9% |
| 3M | +32.0% | -35.3% | +67.3% | +38.3% |
| 6M | -6.4% | +59.4% | -65.8% | -15.0% |
| YTD | +3.1% | +51.9% | -48.8% | -6.3% |
| 1Y | +77.6% | +75.0% | +2.6% | +53.6% |
| 3Y | +392.8% | +224.5% | +168.3% | +251.0% |
| All | +228.7% | -34.6% | +263.3% | +158.2% |
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 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