+86.8%
ICE vs KEEL
+309.9%
-223.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.9% | +19.3% | -20.1% | -1.3% |
| 30D | +4.0% | +9.1% | -5.2% | +3.6% |
| 3M | +11.0% | -31.5% | +42.5% | +11.5% |
| 6M | -5.0% | +75.8% | -80.8% | -7.3% |
| YTD | -2.7% | +57.9% | -60.6% | -5.1% |
| 1Y | -8.6% | +133.3% | -142.0% | -12.6% |
| 3Y | +41.4% | +204.1% | -162.7% | +30.9% |
| 5Y | +39.9% | -37.5% | +77.4% | +29.9% |
| All | +86.8% | +309.9% | -223.2% | +71.2% |
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 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