+309.9%
KEEL vs BAH
+14.4%
+295.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +19.3% | -1.3% | +20.6% | +19.6% |
| 30D | +9.1% | -6.6% | +15.7% | +10.4% |
| 3M | -31.5% | -7.2% | -24.4% | -30.9% |
| 6M | +75.8% | -10.0% | +85.8% | +78.3% |
| YTD | +57.9% | -12.5% | +70.3% | +61.4% |
| 1Y | +133.3% | -27.9% | +161.2% | +148.6% |
| 3Y | +204.1% | -31.4% | +235.5% | +228.4% |
| 5Y | -37.5% | -3.2% | -34.3% | -38.0% |
| All | +309.9% | +14.4% | +295.5% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling