+309.9%
KEEL vs BLDR
+225.5%
+84.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +19.3% | -2.7% | +22.0% | +20.5% |
| 30D | +9.1% | -14.7% | +23.8% | +16.1% |
| 3M | -31.5% | -20.8% | -10.7% | -26.1% |
| 6M | +75.8% | -35.3% | +111.2% | +107.8% |
| YTD | +57.9% | -40.3% | +98.2% | +91.8% |
| 1Y | +133.3% | -56.3% | +189.6% | +222.7% |
| 3Y | +204.1% | -56.1% | +260.2% | +299.0% |
| 5Y | -37.5% | +12.9% | -50.5% | -41.8% |
| All | +309.9% | +225.5% | +84.4% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling