-35.3%
KEEL vs BWA
+87.2%
-122.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.6% |
| 7D | +2.9% | -1.3% | +4.2% | +3.8% |
| 30D | +0.8% | -2.9% | +3.8% | +3.4% |
| 3M | -35.3% | -10.7% | -24.6% | -29.0% |
| 6M | +59.4% | +26.5% | +32.9% | +36.5% |
| YTD | +51.9% | +49.1% | +2.8% | +9.2% |
| 1Y | +75.0% | +52.1% | +22.9% | +21.2% |
| 3Y | +224.5% | +72.6% | +152.0% | +93.5% |
| All | -35.3% | +87.2% | -122.5% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling