+224.5%
KEEL vs BLDR
-57.1%
+281.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.8% |
| 7D | +2.9% | -8.2% | +11.1% | +6.6% |
| 30D | +0.8% | -16.6% | +17.5% | +8.6% |
| 3M | -35.3% | -23.2% | -12.2% | -29.1% |
| 6M | +59.4% | -33.7% | +93.1% | +87.1% |
| YTD | +51.9% | -41.3% | +93.2% | +86.7% |
| 1Y | +75.0% | -58.8% | +133.8% | +151.5% |
| 3Y | +224.5% | -57.5% | +282.0% | +347.3% |
| All | +224.5% | -57.1% | +281.6% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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