+177.6%
KEEL vs BAH
-28.2%
+205.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.0% | +3.6% |
| 7D | +7.8% | -3.2% | +11.0% | +7.8% |
| 30D | -11.7% | +2.0% | -13.7% | -12.1% |
| 3M | -41.5% | -7.6% | -33.9% | -38.9% |
| 6M | +54.9% | -5.7% | +60.6% | +59.3% |
| YTD | +47.7% | -11.7% | +59.4% | +59.4% |
| 1Y | +177.6% | -27.4% | +205.0% | +213.0% |
| All | +177.6% | -28.2% | +205.8% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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