+205.7%
KEEL vs COMP
+221.9%
-16.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.3% | +10.8% | +8.6% |
| 7D | +21.5% | +4.1% | +17.4% | +19.9% |
| 30D | -3.9% | -14.5% | +10.7% | +0.6% |
| 3M | -34.1% | +41.8% | -75.9% | -43.0% |
| 6M | +82.8% | +23.6% | +59.3% | +63.4% |
| YTD | +58.7% | +1.7% | +57.0% | +49.7% |
| 1Y | +191.4% | +12.6% | +178.8% | +161.8% |
| 3Y | +205.7% | +221.9% | -16.1% | +63.4% |
| All | +205.7% | +221.9% | -16.1% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling