-30.8%
KEEL vs COMP
-52.3%
+21.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.1% | -2.1% | -5.2% |
| 7D | +2.7% | -8.4% | +11.1% | +6.4% |
| 30D | +4.6% | -20.2% | +24.7% | +14.0% |
| 3M | -34.5% | +28.1% | -62.5% | -42.5% |
| 6M | +59.3% | +14.9% | +44.4% | +43.0% |
| YTD | +46.4% | -4.2% | +50.5% | +39.7% |
| 1Y | +96.6% | +10.2% | +86.3% | +73.3% |
| 3Y | +182.0% | +203.3% | -21.3% | +34.6% |
| 5Y | -38.2% | -29.2% | -9.0% | -46.6% |
| All | -30.8% | -52.3% | +21.5% | -25.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling