+75.0%
KEEL vs BN
-14.1%
+89.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.2% |
| 7D | +2.9% | -5.2% | +8.1% | +10.5% |
| 30D | +0.8% | -14.5% | +15.3% | +24.7% |
| 3M | -35.3% | -15.0% | -20.3% | -20.2% |
| 6M | +59.4% | -5.4% | +64.8% | +64.7% |
| YTD | +51.9% | -16.4% | +68.4% | +91.0% |
| 1Y | +75.0% | -16.2% | +91.2% | +115.7% |
| All | +75.0% | -14.1% | +89.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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