+223.3%
HOOD vs KEEL
-10.5%
+233.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -1.9% |
| 7D | -7.8% | +2.9% | -10.7% | -8.9% |
| 30D | +18.6% | +0.8% | +17.8% | +17.2% |
| 3M | +22.1% | -35.3% | +57.4% | +33.4% |
| 6M | +43.1% | +59.4% | -16.3% | +14.0% |
| YTD | -0.5% | +51.9% | -52.4% | -20.1% |
| 1Y | -4.4% | +75.0% | -79.4% | -31.9% |
| 3Y | +938.5% | +224.5% | +713.9% | +406.5% |
| 5Y | +173.4% | -35.9% | +209.3% | +91.4% |
| All | +223.3% | -10.5% | +233.8% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling