+28.8%
IP vs KEEL
+128.7%
-99.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -1.6% |
| 7D | -2.8% | -1.4% | -1.3% | -2.8% |
| 30D | +9.2% | -29.8% | +39.0% | +10.1% |
| 3M | -16.1% | -37.1% | +20.9% | -15.4% |
| 6M | +9.6% | -51.9% | +61.4% | +10.9% |
| YTD | -8.8% | -11.9% | +3.1% | -9.9% |
| 1Y | -5.5% | -38.6% | +33.1% | -5.9% |
| 3Y | +19.6% | +72.5% | -52.9% | +12.4% |
| 5Y | -13.5% | -74.4% | +60.9% | -18.4% |
| All | +28.8% | +128.7% | -99.9% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling