+294.5%
KEEL vs BG
+180.4%
+114.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.3% |
| 7D | +2.9% | +3.1% | -0.2% | +2.0% |
| 30D | +0.8% | +10.2% | -9.4% | -2.2% |
| 3M | -35.3% | -1.7% | -33.7% | -35.3% |
| 6M | +59.4% | +1.0% | +58.4% | +57.6% |
| YTD | +51.9% | +39.9% | +12.0% | +35.8% |
| 1Y | +75.0% | +53.2% | +21.8% | +51.2% |
| 3Y | +224.5% | +16.3% | +208.3% | +197.9% |
| 5Y | -35.9% | +83.9% | -119.8% | -46.4% |
| All | +294.5% | +180.4% | +114.1% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling