+237.0%
HOOD vs KEEL
-6.5%
+243.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.5% | -11.4% | -6.2% |
| 7D | +13.4% | +21.5% | -8.1% | +6.6% |
| 30D | +25.8% | -3.9% | +29.6% | +25.7% |
| 3M | +38.0% | -34.1% | +72.1% | +50.0% |
| 6M | +52.2% | +82.8% | -30.6% | +16.2% |
| YTD | +3.7% | +58.7% | -55.0% | -17.8% |
| 1Y | +0.1% | +191.4% | -191.4% | -40.6% |
| 3Y | +992.6% | +205.7% | +786.8% | +442.2% |
| 5Y | +193.0% | -37.0% | +230.0% | +106.3% |
| All | +237.0% | -6.5% | +243.5% | +99.6% |
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