+224.5%
KEEL vs BTG
+94.8%
+129.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +2.9% | -3.8% | +6.6% | +4.6% |
| 30D | +0.8% | +3.6% | -2.8% | -0.3% |
| 3M | -35.3% | +32.0% | -67.3% | -43.5% |
| 6M | +59.4% | +3.4% | +56.0% | +53.9% |
| YTD | +51.9% | +20.8% | +31.1% | +36.1% |
| 1Y | +75.0% | +22.4% | +52.6% | +55.8% |
| 3Y | +224.5% | +91.7% | +132.8% | +149.4% |
| All | +224.5% | +94.8% | +129.7% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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