+38.4%
IP vs KEEL
+283.4%
-245.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.1% |
| 7D | -5.3% | +7.8% | -13.0% | -5.5% |
| 30D | -10.9% | -11.7% | +0.9% | -10.7% |
| 3M | +11.2% | -41.5% | +52.7% | +12.3% |
| 6M | -10.2% | +54.9% | -65.1% | -12.2% |
| YTD | -2.0% | +47.7% | -49.6% | -4.3% |
| 1Y | -19.1% | +177.6% | -196.7% | -23.1% |
| 3Y | +20.9% | +164.9% | -144.0% | +12.4% |
| 5Y | -17.8% | -45.9% | +28.1% | -23.7% |
| All | +38.4% | +283.4% | -245.0% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling