+114.5%
IBM vs KEEL
-37.0%
+151.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 6M | -5.1% | +59.3% | -64.4% | -8.3% |
| YTD | -19.4% | +46.4% | -65.8% | -22.1% |
| 1Y | -6.5% | +96.6% | -103.1% | -11.9% |
| 3Y | +73.8% | +182.0% | -108.2% | +55.7% |
| All | +114.5% | -37.0% | +151.5% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling