+237.3%
KEEL vs ALK
+1.1%
+236.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +19.3% | -3.0% | +22.3% | +21.3% |
| 30D | +9.1% | -14.6% | +23.7% | +19.6% |
| 3M | -31.5% | -10.6% | -21.0% | -27.4% |
| 6M | +75.8% | -6.7% | +82.5% | +79.1% |
| YTD | +57.9% | -19.8% | +77.6% | +76.6% |
| 1Y | +133.3% | -35.2% | +168.5% | +194.5% |
| All | +237.3% | +1.1% | +236.2% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling