+150.8%
IBM vs KEEL
+309.9%
-159.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +3.6% | +19.3% | -15.7% | +3.1% |
| 30D | +1.5% | +9.1% | -7.6% | +1.2% |
| 3M | -12.9% | -31.5% | +18.6% | -12.5% |
| 6M | -3.9% | +75.8% | -79.7% | -5.9% |
| YTD | -17.3% | +57.9% | -75.2% | -19.0% |
| 1Y | -5.0% | +133.3% | -138.3% | -8.2% |
| 3Y | +78.2% | +204.1% | -125.9% | +68.6% |
| 5Y | +120.6% | -37.5% | +158.2% | +109.2% |
| All | +150.8% | +309.9% | -159.2% | +122.9% |
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