+57.5%
HUM vs KEEL
-58.5%
+116.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -21.4% | +20.1% | -0.5% |
| 7D | -1.2% | -28.6% | +27.4% | 0.0% |
| 30D | +2.1% | -52.4% | +54.5% | +4.8% |
| 3M | +13.4% | -58.0% | +71.4% | +16.6% |
| 6M | +72.7% | -53.3% | +125.9% | +76.2% |
| YTD | +62.3% | -29.8% | +92.1% | +61.6% |
| 1Y | +57.5% | -59.4% | +116.8% | +64.7% |
| All | +57.5% | -58.5% | +116.0% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling