+234.8%
HLT vs KEEL
+294.5%
-59.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | -5.0% | +0.8% | -5.9% | -5.2% |
| 3M | -10.4% | -35.3% | +24.9% | -9.3% |
| 6M | +3.2% | +59.4% | -56.1% | -0.2% |
| YTD | +6.7% | +51.9% | -45.2% | +2.9% |
| 1Y | +10.3% | +75.0% | -64.7% | +4.4% |
| 3Y | +99.3% | +224.5% | -125.2% | +76.9% |
| 5Y | +143.7% | -35.9% | +179.6% | +118.6% |
| All | +234.8% | +294.5% | -59.7% | +193.0% |
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