+133.3%
KEEL vs COMP
+13.3%
+120.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +19.3% | +0.8% | +18.4% | +19.0% |
| 30D | +9.1% | -13.9% | +23.0% | +12.5% |
| 3M | -31.5% | +30.7% | -62.3% | -38.4% |
| 6M | +75.8% | +18.7% | +57.2% | +58.0% |
| YTD | +57.9% | +1.0% | +56.8% | +46.6% |
| 1Y | +133.3% | +15.1% | +118.2% | +130.9% |
| All | +133.3% | +13.3% | +120.1% | +130.9% |
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