+6.8%
IR vs KEEL
+186.7%
-179.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.1% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | -14.0% | +4.6% | -18.6% | -14.6% |
| 3M | +3.7% | -34.5% | +38.2% | +5.9% |
| 6M | -15.4% | +59.3% | -74.6% | -20.7% |
| YTD | -7.7% | +46.4% | -54.1% | -13.5% |
| 1Y | -8.8% | +96.6% | -105.4% | -19.4% |
| All | +6.8% | +186.7% | -179.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling