+380.3%
HWM vs KEEL
+186.7%
+193.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | -1.5% |
| 7D | -12.5% | +2.7% | -15.2% | -12.8% |
| 30D | -19.0% | +4.6% | -23.6% | -19.6% |
| 3M | -8.6% | -34.5% | +25.9% | -6.6% |
| 6M | -10.2% | +59.3% | -69.4% | -15.5% |
| YTD | +11.3% | +46.4% | -35.1% | +4.6% |
| 1Y | +24.3% | +96.6% | -72.3% | +11.8% |
| All | +380.3% | +186.7% | +193.7% | +302.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling