-35.3%
KEEL vs BR
+8.0%
-43.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.0% |
| 7D | +2.9% | -3.0% | +5.9% | +4.8% |
| 30D | +0.8% | -0.3% | +1.1% | +0.3% |
| 3M | -35.3% | +17.3% | -52.6% | -45.5% |
| 6M | +59.4% | -6.7% | +66.1% | +62.8% |
| YTD | +51.9% | -23.4% | +75.4% | +85.6% |
| 1Y | +75.0% | -32.7% | +107.7% | +145.8% |
| 3Y | +224.5% | -5.9% | +230.5% | +193.2% |
| All | -35.3% | +8.0% | -43.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling