+66.1%
KEEL vs HAS
+212.5%
-146.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | -27.1% | +26.3% | -53.3% | -34.6% |
| 3M | -43.8% | +25.6% | -69.4% | -49.7% |
| 6M | -55.2% | +30.3% | -85.4% | -61.2% |
| YTD | -20.9% | +50.4% | -71.2% | -37.3% |
| 1Y | -28.5% | +57.7% | -86.2% | -45.1% |
| 3Y | +66.1% | +213.4% | -147.3% | -38.6% |
| All | +66.1% | +212.5% | -146.4% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling