+180.4%
IAU vs KEEL
+280.1%
-99.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | -1.6% |
| 7D | -3.4% | +2.7% | -6.1% | -3.4% |
| 30D | -1.1% | +4.6% | -5.7% | -1.2% |
| 3M | +5.8% | -34.5% | +40.3% | +6.3% |
| 6M | -16.9% | +59.3% | -76.2% | -17.8% |
| YTD | +0.1% | +46.4% | -46.3% | -1.0% |
| 1Y | +18.4% | +96.6% | -78.2% | +16.5% |
| 3Y | +123.6% | +182.0% | -58.4% | +117.3% |
| 5Y | +138.7% | -38.2% | +177.0% | +132.1% |
| All | +180.4% | +280.1% | -99.7% | +161.3% |
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