+47.1%
HUM vs KEEL
+294.5%
-247.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +2.2% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | +5.4% | +0.8% | +4.5% | +5.4% |
| 3M | +11.4% | -35.3% | +46.7% | +11.6% |
| 6M | +141.5% | +59.4% | +82.1% | +140.3% |
| YTD | +61.2% | +51.9% | +9.3% | +60.3% |
| 1Y | +49.2% | +75.0% | -25.8% | +47.8% |
| 3Y | -9.0% | +224.5% | -233.6% | -10.6% |
| 5Y | +7.2% | -35.9% | +43.1% | +5.6% |
| All | +47.1% | +294.5% | -247.4% | +40.5% |
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