+66.7%
IBIT vs KEEL
+14.8%
+51.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.3% | -3.8% |
| 7D | +1.4% | +21.5% | -20.1% | -3.6% |
| 30D | +20.6% | -3.9% | +24.5% | +20.3% |
| 3M | +23.7% | -34.1% | +57.8% | +32.4% |
| 6M | +15.0% | +82.8% | -67.8% | -10.6% |
| YTD | -10.6% | +58.7% | -69.3% | -28.4% |
| 1Y | -30.3% | +191.4% | -221.7% | -58.8% |
| All | +66.7% | +14.8% | +51.9% | +2.6% |
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