+224.5%
KEEL vs GTLB
-10.9%
+235.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.4% | +4.0% |
| 7D | +2.9% | -5.7% | +8.6% | +4.5% |
| 30D | +0.8% | +15.1% | -14.3% | -4.8% |
| 3M | -35.3% | +65.5% | -100.8% | -47.5% |
| 6M | +59.4% | +102.9% | -43.5% | +16.3% |
| YTD | +51.9% | +25.2% | +26.7% | +34.8% |
| 1Y | +75.0% | -5.5% | +80.5% | +72.8% |
| 3Y | +224.5% | -10.9% | +235.4% | +202.5% |
| All | +224.5% | -10.9% | +235.4% | +202.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling