+309.9%
KEEL vs GSK
+64.3%
+245.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +19.3% | -3.6% | +22.9% | +19.3% |
| 30D | +9.1% | -5.9% | +15.0% | +9.1% |
| 3M | -31.5% | -4.3% | -27.3% | -31.6% |
| 6M | +75.8% | -10.8% | +86.6% | +76.5% |
| YTD | +57.9% | +1.8% | +56.1% | +57.0% |
| 1Y | +133.3% | +23.5% | +109.9% | +126.7% |
| 3Y | +204.1% | +49.5% | +154.6% | +184.0% |
| 5Y | -37.5% | +49.7% | -87.2% | -40.9% |
| All | +309.9% | +64.3% | +245.6% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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