+435.5%
HPE vs KEEL
+280.1%
+155.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.0% | -5.8% |
| 7D | +1.4% | +2.7% | -1.3% | +1.3% |
| 30D | +1.5% | +4.6% | -3.0% | +1.1% |
| 3M | +21.7% | -34.5% | +56.2% | +24.2% |
| 6M | +164.2% | +59.3% | +104.9% | +154.9% |
| YTD | +132.1% | +46.4% | +85.7% | +123.8% |
| 1Y | +130.6% | +96.6% | +34.1% | +116.7% |
| 3Y | +244.1% | +182.0% | +62.2% | +207.8% |
| 5Y | +340.8% | -38.2% | +379.1% | +296.9% |
| All | +435.5% | +280.1% | +155.4% | +329.5% |
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