+294.5%
KEEL vs HAS
+4.0%
+290.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +2.9% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | +0.8% | -2.8% | +3.7% | +2.2% |
| 3M | -35.3% | +10.1% | -45.4% | -40.0% |
| 6M | +59.4% | -1.4% | +60.7% | +57.8% |
| YTD | +51.9% | +14.2% | +37.7% | +36.9% |
| 1Y | +75.0% | +18.2% | +56.8% | +53.2% |
| 3Y | +224.5% | +48.6% | +175.9% | +137.6% |
| 5Y | -35.9% | +14.2% | -50.1% | -44.9% |
| All | +294.5% | +4.0% | +290.5% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling