+294.5%
KEEL vs GNRC
+158.3%
+136.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.0% |
| 7D | +2.9% | -0.2% | +3.1% | +3.2% |
| 30D | +0.8% | -15.7% | +16.6% | +12.2% |
| 3M | -35.3% | -27.3% | -8.0% | -21.8% |
| 6M | +59.4% | -12.1% | +71.4% | +70.7% |
| YTD | +51.9% | +37.1% | +14.8% | +24.3% |
| 1Y | +75.0% | -0.5% | +75.5% | +73.7% |
| 3Y | +224.5% | +61.5% | +163.0% | +139.0% |
| 5Y | -35.9% | -58.6% | +22.7% | -15.8% |
| All | +294.5% | +158.3% | +136.1% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling