-59.4%
KEEL vs BOXX
+4.1%
-63.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | 0.0% | -21.4% | -21.2% |
| 7D | -28.6% | +0.1% | -28.7% | -27.7% |
| 30D | -52.4% | +0.4% | -52.8% | -50.4% |
| 3M | -58.0% | +1.0% | -59.0% | -52.1% |
| 6M | -53.3% | +2.0% | -55.2% | -49.2% |
| YTD | -29.8% | +3.3% | -33.1% | -64.9% |
| 1Y | -59.4% | +4.0% | -63.4% | -90.5% |
| All | -59.4% | +4.1% | -63.4% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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