+199.1%
KEEL vs GLXY
+2.7%
+196.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -4.2% |
| 7D | +2.7% | -8.9% | +11.6% | +10.2% |
| 30D | +4.6% | +19.9% | -15.3% | -8.9% |
| 3M | -34.5% | -20.0% | -14.5% | -22.8% |
| 6M | +59.3% | +10.5% | +48.7% | +45.4% |
| YTD | +46.4% | +7.9% | +38.5% | +27.9% |
| 1Y | +96.6% | -7.5% | +104.0% | +106.1% |
| All | +199.1% | +2.7% | +196.4% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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