+309.9%
KEEL vs BN
+128.9%
+181.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +1.1% |
| 7D | +19.3% | -3.0% | +22.3% | +22.3% |
| 30D | +9.1% | -13.0% | +22.1% | +22.5% |
| 3M | -31.5% | -15.2% | -16.3% | -21.9% |
| 6M | +75.8% | -5.9% | +81.7% | +85.2% |
| YTD | +57.9% | -15.8% | +73.7% | +84.3% |
| 1Y | +133.3% | -12.2% | +145.5% | +169.8% |
| 3Y | +204.1% | +72.2% | +131.9% | +120.9% |
| 5Y | -37.5% | +33.2% | -70.7% | -44.9% |
| All | +309.9% | +128.9% | +181.0% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling