+2.0%
IBKR vs KEEL
-58.5%
+60.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -21.4% | +14.8% | -1.8% |
| 7D | -11.1% | -28.6% | +17.5% | -4.7% |
| 30D | -19.7% | -52.4% | +32.7% | -6.4% |
| 3M | -18.0% | -58.0% | +40.0% | -3.1% |
| 6M | -13.2% | -53.3% | +40.1% | -3.3% |
| YTD | +13.4% | -29.8% | +43.2% | +10.2% |
| 1Y | +2.0% | -59.4% | +61.3% | +8.0% |
| All | +2.0% | -58.5% | +60.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling