+309.9%
KEEL vs BWA
+163.5%
+146.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +19.3% | +0.1% | +19.2% | +19.2% |
| 30D | +9.1% | -5.6% | +14.7% | +12.6% |
| 3M | -31.5% | -10.7% | -20.9% | -26.9% |
| 6M | +75.8% | +23.2% | +52.7% | +61.9% |
| YTD | +57.9% | +46.0% | +11.9% | +30.7% |
| 1Y | +133.3% | +51.2% | +82.2% | +87.8% |
| 3Y | +204.1% | +69.6% | +134.5% | +124.8% |
| 5Y | -37.5% | +86.6% | -124.1% | -56.1% |
| All | +309.9% | +163.5% | +146.4% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling