+280.1%
KEEL vs BIDU
-4.9%
+285.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.4% |
| 7D | +2.7% | -5.2% | +7.9% | +5.4% |
| 30D | +4.6% | -14.5% | +19.0% | +14.4% |
| 3M | -34.5% | -22.9% | -11.6% | -24.2% |
| 6M | +59.3% | -27.8% | +87.1% | +91.9% |
| YTD | +46.4% | -30.7% | +77.1% | +80.6% |
| 1Y | +96.6% | -15.8% | +112.4% | +120.3% |
| 3Y | +182.0% | -33.2% | +215.2% | +235.5% |
| 5Y | -38.2% | -44.8% | +6.6% | -20.2% |
| All | +280.1% | -4.9% | +285.0% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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