+1,125.3%
HWM vs KEEL
+294.5%
+830.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | +0.6% |
| 7D | -11.4% | +2.9% | -14.3% | -11.6% |
| 30D | -18.5% | +0.8% | -19.3% | -18.7% |
| 3M | -13.2% | -35.3% | +22.1% | -12.0% |
| 6M | -8.7% | +59.4% | -68.0% | -11.9% |
| YTD | +12.2% | +51.9% | -39.8% | +8.0% |
| 1Y | +24.9% | +75.0% | -50.1% | +18.3% |
| 3Y | +383.9% | +224.5% | +159.4% | +332.1% |
| 5Y | +646.1% | -35.9% | +682.1% | +575.2% |
| All | +1,125.3% | +294.5% | +830.8% | +986.9% |
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 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