-45.3%
KEEL vs BG
+7.2%
-52.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.2% |
| 7D | -13.6% | -3.8% | -9.8% | -13.5% |
| 30D | -39.1% | -9.6% | -29.5% | -39.1% |
| 3M | -48.9% | -8.5% | -40.4% | -49.6% |
| 6M | -35.4% | -23.0% | -12.3% | -33.1% |
| YTD | -10.6% | +10.9% | -21.5% | -18.9% |
| 1Y | -45.3% | +6.0% | -51.3% | -51.1% |
| All | -45.3% | +7.2% | -52.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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