+212.7%
KEEL vs BAH
-28.1%
+240.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.8% | -12.1% | -8.3% |
| 7D | +2.7% | +2.4% | +0.3% | +2.1% |
| 30D | +4.6% | -2.9% | +7.5% | +5.0% |
| 3M | -34.5% | -1.3% | -33.1% | -34.4% |
| 6M | +59.3% | -0.9% | +60.2% | +58.4% |
| YTD | +46.4% | -8.2% | +54.6% | +49.8% |
| 1Y | +96.6% | -24.0% | +120.5% | +113.1% |
| All | +212.7% | -28.1% | +240.8% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling