+109.4%
IJR vs KEEL
+294.5%
-185.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.3% |
| 7D | -2.2% | +2.9% | -5.0% | -2.3% |
| 30D | -4.6% | +0.8% | -5.4% | -4.8% |
| 3M | +0.2% | -35.3% | +35.6% | +1.7% |
| 6M | +14.7% | +59.4% | -44.7% | +10.3% |
| YTD | +18.9% | +51.9% | -33.1% | +14.0% |
| 1Y | +19.9% | +75.0% | -55.1% | +12.9% |
| 3Y | +53.0% | +224.5% | -171.5% | +35.0% |
| 5Y | +40.9% | -35.9% | +76.8% | +25.9% |
| All | +109.4% | +294.5% | -185.0% | +77.2% |
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