+9.6%
IP vs KEEL
-42.2%
+51.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -1.3% |
| 7D | -2.8% | -1.4% | -1.3% | -2.8% |
| 30D | +9.2% | -29.8% | +39.0% | +9.2% |
| 3M | -16.1% | -37.1% | +20.9% | -16.0% |
| 6M | +9.6% | -51.9% | +61.4% | +7.1% |
| All | +9.6% | -42.2% | +51.7% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling