-78.4%
KEEL vs HAS
+48.2%
-126.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.1% |
| 7D | -0.5% | +1.4% | -1.9% | -1.3% |
| 30D | -27.1% | +26.3% | -53.3% | -38.7% |
| 3M | -43.8% | +25.6% | -69.4% | -53.0% |
| 6M | -55.2% | +30.3% | -85.4% | -64.5% |
| YTD | -20.9% | +50.4% | -71.2% | -44.8% |
| 1Y | -28.5% | +57.7% | -86.2% | -52.3% |
| 3Y | +66.1% | +213.4% | -147.3% | -47.9% |
| All | -78.4% | +48.2% | -126.6% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling