+1.0%
JD vs KEEL
+312.2%
-311.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.5% | -2.6% |
| 7D | -0.8% | +21.5% | -22.3% | -2.3% |
| 30D | -16.0% | -3.9% | -12.2% | -16.1% |
| 3M | -3.2% | -34.1% | +30.9% | -1.3% |
| 6M | +6.1% | +82.8% | -76.8% | -1.1% |
| YTD | -0.1% | +58.7% | -58.8% | -6.5% |
| 1Y | -12.7% | +191.4% | -204.1% | -23.5% |
| 3Y | -6.3% | +205.7% | -212.0% | -22.2% |
| 5Y | -61.3% | -37.0% | -24.4% | -67.0% |
| All | +1.0% | +312.2% | -311.2% | -24.6% |
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