+294.5%
KEEL vs BAH
+20.3%
+274.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.9% | +4.3% | -1.4% | +2.0% |
| 30D | +0.8% | -2.5% | +3.3% | +1.1% |
| 3M | -35.3% | -0.9% | -34.4% | -35.6% |
| 6M | +59.4% | +1.5% | +57.9% | +57.1% |
| YTD | +51.9% | -8.0% | +59.9% | +53.7% |
| 1Y | +75.0% | -24.7% | +99.7% | +84.8% |
| 3Y | +224.5% | -28.4% | +252.9% | +247.3% |
| 5Y | -35.9% | +2.8% | -38.7% | -37.1% |
| All | +294.5% | +20.3% | +274.2% | +277.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling