+224.5%
KEEL vs BDX
-10.0%
+234.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.8% |
| 7D | +2.9% | -3.2% | +6.0% | +2.9% |
| 30D | +0.8% | -2.5% | +3.4% | +0.8% |
| 3M | -35.3% | +21.4% | -56.7% | -36.6% |
| 6M | +59.4% | +10.4% | +49.0% | +59.8% |
| YTD | +51.9% | +18.8% | +33.1% | +49.1% |
| 1Y | +75.0% | +21.7% | +53.3% | +70.6% |
| 3Y | +224.5% | -10.0% | +234.5% | +227.9% |
| All | +224.5% | -10.0% | +234.5% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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