+945.5%
HOOD vs KEEL
+186.7%
+758.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | +0.6% |
| 7D | -9.1% | +2.7% | -11.8% | -10.2% |
| 30D | +20.1% | +4.6% | +15.5% | +17.3% |
| 3M | +31.2% | -34.5% | +65.7% | +43.1% |
| 6M | +44.3% | +59.3% | -14.9% | +14.5% |
| YTD | +0.2% | +46.4% | -46.2% | -19.1% |
| 1Y | -3.5% | +96.6% | -100.1% | -35.0% |
| All | +945.5% | +186.7% | +758.8% | +462.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling