-10.2%
IP vs KEEL
+66.0%
-76.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.2% |
| 7D | -5.3% | +7.8% | -13.0% | -5.3% |
| 30D | -10.9% | -11.7% | +0.9% | -10.8% |
| 3M | +11.2% | -41.5% | +52.7% | +11.3% |
| 6M | -10.2% | +54.9% | -65.1% | -17.7% |
| All | -10.2% | +66.0% | -76.3% | -17.7% |
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