-45.3%
KEEL vs ALK
-1.1%
-44.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -8.7% |
| 7D | -13.6% | +12.4% | -26.0% | -20.1% |
| 30D | -39.1% | +2.1% | -41.2% | -40.2% |
| 3M | -48.9% | -23.9% | -25.0% | -40.1% |
| 6M | -35.4% | +8.2% | -43.6% | -40.8% |
| YTD | -10.6% | -20.5% | +9.8% | +1.0% |
| 1Y | -45.3% | -1.0% | -44.3% | -45.5% |
| All | -45.3% | -1.1% | -44.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling