+224.3%
KEEL vs GLXY
+15.1%
+209.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +5.4% |
| 7D | +21.5% | +15.5% | +6.0% | +8.8% |
| 30D | -3.9% | +34.1% | -38.0% | -22.8% |
| 3M | -34.1% | -11.3% | -22.8% | -28.7% |
| 6M | +82.8% | +31.6% | +51.2% | +46.7% |
| YTD | +58.7% | +21.0% | +37.7% | +27.4% |
| 1Y | +191.4% | +11.7% | +179.7% | +171.6% |
| All | +224.3% | +15.1% | +209.2% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling