+177.6%
KEEL vs COMP
+22.2%
+155.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | +7.8% | +1.4% | +6.4% | +7.4% |
| 30D | -11.7% | -13.3% | +1.6% | -9.1% |
| 3M | -41.5% | +41.1% | -82.6% | -48.1% |
| 6M | +54.9% | +17.2% | +37.7% | +39.7% |
| YTD | +47.7% | +5.2% | +42.5% | +36.2% |
| 1Y | +177.6% | +18.9% | +158.7% | +179.0% |
| All | +177.6% | +22.2% | +155.4% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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