-4.6%
IP vs KEEL
-32.0%
+27.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +1.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +7.9% | -27.1% | +35.0% | +8.6% |
| 3M | -15.3% | -43.8% | +28.5% | -14.4% |
| 6M | +10.5% | -55.2% | +65.7% | +10.9% |
| YTD | -9.4% | -20.9% | +11.5% | -13.0% |
| 1Y | -4.6% | -28.5% | +23.8% | -8.5% |
| All | -4.6% | -32.0% | +27.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling