-30.2%
KEEL vs COMP
-47.7%
+17.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.4% |
| 7D | +7.8% | +1.4% | +6.4% | +7.2% |
| 30D | -11.7% | -13.3% | +1.6% | -6.8% |
| 3M | -41.5% | +41.1% | -82.6% | -50.8% |
| 6M | +54.9% | +17.2% | +37.7% | +38.2% |
| YTD | +47.7% | +5.2% | +42.5% | +35.7% |
| 1Y | +177.6% | +18.9% | +158.7% | +136.6% |
| 3Y | +164.9% | +215.9% | -51.0% | +24.6% |
| 5Y | -45.9% | -31.2% | -14.7% | -51.4% |
| All | -30.2% | -47.7% | +17.5% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling