-2.0%
ICE vs KEEL
+61.5%
-63.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.8% | -0.7% |
| 7D | -5.3% | +2.7% | -8.0% | -5.2% |
| 30D | +3.0% | +4.6% | -1.5% | +3.3% |
| 3M | +11.4% | -34.5% | +45.9% | +10.0% |
| 6M | -2.0% | +59.3% | -61.3% | -5.4% |
| All | -2.0% | +61.5% | -63.5% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling