+30.6%
HUM vs KEEL
+169.0%
-138.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.2% |
| 7D | +4.2% | +7.8% | -3.6% | +4.2% |
| 30D | +10.4% | -11.7% | +22.1% | +10.3% |
| 3M | +15.1% | -41.5% | +56.5% | +14.0% |
| 6M | +120.9% | +54.9% | +66.0% | +123.7% |
| YTD | +57.9% | +47.7% | +10.3% | +60.2% |
| 1Y | +30.6% | +177.6% | -147.0% | +48.7% |
| All | +30.6% | +169.0% | -138.4% | +48.7% |
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