-60.6%
KEEL vs COMP
-49.2%
-11.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +2.5% |
| 7D | +3.7% | +14.5% | -10.8% | -1.4% |
| 30D | -35.7% | +14.9% | -50.6% | -39.4% |
| 3M | -49.5% | -14.2% | -35.3% | -46.8% |
| 6M | -50.6% | +23.7% | -74.4% | -56.8% |
| YTD | -16.6% | +2.1% | -18.7% | -22.8% |
| 1Y | -46.4% | +26.2% | -72.6% | -55.1% |
| 3Y | +63.3% | +470.9% | -407.6% | -41.3% |
| 5Y | -77.9% | -14.0% | -63.9% | -82.7% |
| All | -60.6% | -49.2% | -11.3% | -58.8% |
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