-45.3%
KEEL vs BWA
+17.4%
-62.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.3% |
| 7D | -13.6% | -9.9% | -3.7% | -6.9% |
| 30D | -39.1% | -16.4% | -22.8% | -30.8% |
| 3M | -48.9% | -19.8% | -29.1% | -40.6% |
| 6M | -35.4% | -10.0% | -25.4% | -25.0% |
| YTD | -10.6% | +12.7% | -23.4% | -3.1% |
| 1Y | -45.3% | +15.7% | -61.0% | -40.1% |
| All | -45.3% | +17.4% | -62.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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