-3.5%
IR vs KEEL
+169.0%
-172.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.1% |
| 7D | -2.8% | +7.8% | -10.6% | -3.1% |
| 30D | -15.1% | -11.7% | -3.4% | -14.8% |
| 3M | +6.1% | -41.5% | +47.5% | +8.1% |
| 6M | -16.8% | +54.9% | -71.7% | -20.1% |
| YTD | -3.5% | +47.7% | -51.2% | -7.5% |
| 1Y | -3.5% | +177.6% | -181.1% | -3.2% |
| All | -3.5% | +169.0% | -172.5% | -3.2% |
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