+120.3%
IJH vs KEEL
+294.5%
-174.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.6% |
| 7D | -1.9% | +2.9% | -4.7% | -2.0% |
| 30D | -4.6% | +0.8% | -5.5% | -4.9% |
| 3M | -1.2% | -35.3% | +34.2% | +0.2% |
| 6M | +9.4% | +59.4% | -50.0% | +5.5% |
| YTD | +13.3% | +51.9% | -38.6% | +9.1% |
| 1Y | +13.4% | +75.0% | -61.6% | +7.2% |
| 3Y | +50.4% | +224.5% | -174.1% | +33.6% |
| 5Y | +49.0% | -35.9% | +84.9% | +33.9% |
| All | +120.3% | +294.5% | -174.2% | +87.3% |
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