+155.9%
IR vs KEEL
+309.9%
-154.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -1.9% | +19.3% | -21.2% | -2.8% |
| 30D | -15.0% | +9.1% | -24.2% | -15.6% |
| 3M | -0.4% | -31.5% | +31.1% | +0.6% |
| 6M | -15.0% | +75.8% | -90.9% | -18.5% |
| YTD | -7.1% | +57.9% | -64.9% | -10.7% |
| 1Y | -7.5% | +133.3% | -140.9% | -13.9% |
| 3Y | +6.3% | +204.1% | -197.8% | -5.1% |
| 5Y | +37.3% | -37.5% | +74.9% | +22.9% |
| All | +155.9% | +309.9% | -154.0% | +121.3% |
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