-48.3%
KEEL vs GNRC
+20.9%
-69.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.5% | +5.4% | +2.0% |
| 7D | -13.6% | -6.0% | -7.6% | -10.1% |
| 30D | -39.1% | -12.0% | -27.1% | -33.7% |
| 3M | -48.9% | -13.4% | -35.5% | -43.7% |
| 6M | -35.4% | -26.4% | -9.0% | -21.4% |
| YTD | -10.6% | +38.8% | -49.5% | -25.6% |
| All | -48.3% | +20.9% | -69.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling