+73.0%
IBM vs KEEL
+186.7%
-113.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -2.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.4% |
| 30D | -1.8% | +4.6% | -6.4% | -2.2% |
| 3M | -13.5% | -34.5% | +21.0% | -12.4% |
| 6M | -5.1% | +59.3% | -64.4% | -8.7% |
| YTD | -19.4% | +46.4% | -65.8% | -22.5% |
| 1Y | -6.5% | +96.6% | -103.1% | -12.7% |
| All | +73.0% | +186.7% | -113.7% | +54.1% |
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