+224.5%
KEEL vs BN
+70.0%
+154.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.2% |
| 7D | +2.9% | -5.2% | +8.1% | +9.7% |
| 30D | +0.8% | -14.5% | +15.3% | +21.9% |
| 3M | -35.3% | -15.0% | -20.3% | -22.1% |
| 6M | +59.4% | -5.4% | +64.8% | +68.8% |
| YTD | +51.9% | -16.4% | +68.4% | +89.4% |
| 1Y | +75.0% | -16.2% | +91.2% | +123.0% |
| 3Y | +224.5% | +67.5% | +157.0% | +101.1% |
| All | +224.5% | +70.0% | +154.6% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling