-7.2%
JD vs KEEL
+186.7%
-193.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.7% |
| 7D | -2.6% | +2.7% | -5.3% | -2.9% |
| 30D | -15.4% | +4.6% | -19.9% | -16.1% |
| 3M | -5.0% | -34.5% | +29.4% | -2.7% |
| 6M | +0.9% | +59.3% | -58.3% | -7.1% |
| YTD | -2.5% | +46.4% | -48.9% | -10.4% |
| 1Y | -16.0% | +96.6% | -112.6% | -27.0% |
| All | -7.2% | +186.7% | -193.8% | -28.5% |
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