-9.9%
IR vs KEEL
+89.9%
-99.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.4% |
| 7D | -4.5% | +2.9% | -7.4% | -4.6% |
| 30D | -13.9% | +0.8% | -14.8% | -14.1% |
| 3M | -0.3% | -35.3% | +35.0% | +1.2% |
| 6M | -14.3% | +59.4% | -73.7% | -18.1% |
| YTD | -7.9% | +51.9% | -59.8% | -12.1% |
| 1Y | -9.9% | +75.0% | -84.9% | -10.9% |
| All | -9.9% | +89.9% | -99.8% | -10.9% |
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