-45.3%
KEEL vs GTLB
+6.1%
-51.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -13.6% | -9.7% | -3.9% | -13.1% |
| 30D | -39.1% | +1.7% | -40.8% | -38.9% |
| 3M | -48.9% | +43.6% | -92.5% | -50.2% |
| 6M | -35.4% | +113.0% | -148.4% | -41.6% |
| YTD | -10.6% | +39.5% | -50.2% | -9.2% |
| 1Y | -45.3% | +12.6% | -57.9% | -41.6% |
| All | -45.3% | +6.1% | -51.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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