+55.4%
IOT vs KEEL
-28.6%
+84.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -3.9% | -0.8% |
| 7D | -4.5% | +2.9% | -7.4% | -5.1% |
| 30D | -2.4% | +0.8% | -3.3% | -3.4% |
| 3M | +19.0% | -35.3% | +54.3% | +23.4% |
| 6M | +19.6% | +59.4% | -39.7% | +1.8% |
| YTD | +8.3% | +51.9% | -43.6% | -8.9% |
| 1Y | -0.8% | +75.0% | -75.8% | -23.9% |
| 3Y | +24.4% | +224.5% | -200.1% | -35.3% |
| All | +55.4% | -28.6% | +84.0% | +46.5% |
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