+295.9%
JPM vs KEEL
+280.1%
+15.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | -0.1% |
| 7D | -2.3% | +2.7% | -5.0% | -2.5% |
| 30D | -2.3% | +4.6% | -6.9% | -2.7% |
| 3M | +14.9% | -34.5% | +49.4% | +16.0% |
| 6M | +23.6% | +59.3% | -35.6% | +20.1% |
| YTD | +11.3% | +46.4% | -35.1% | +8.1% |
| 1Y | +19.9% | +96.6% | -76.7% | +14.3% |
| 3Y | +162.6% | +182.0% | -19.4% | +141.5% |
| 5Y | +154.6% | -38.2% | +192.9% | +134.6% |
| All | +295.9% | +280.1% | +15.8% | +262.5% |
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 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