-16.1%
IP vs KEEL
-47.8%
+31.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.0% |
| 7D | -5.3% | +7.8% | -13.0% | -5.6% |
| 30D | -10.9% | -11.7% | +0.9% | -10.5% |
| 3M | +11.2% | -41.5% | +52.7% | +13.1% |
| 6M | -10.2% | +54.9% | -65.1% | -13.6% |
| YTD | -2.0% | +47.7% | -49.6% | -5.9% |
| 1Y | -19.1% | +177.6% | -196.7% | -26.0% |
| 3Y | +20.9% | +164.9% | -144.0% | +5.2% |
| All | -16.1% | -47.8% | +31.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling