-38.2%
KEEL vs HAS
+12.1%
-50.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -8.3% |
| 7D | +2.7% | -3.1% | +5.7% | +4.8% |
| 30D | +4.6% | -6.4% | +11.0% | +9.2% |
| 3M | -34.5% | +10.4% | -44.9% | -40.8% |
| 6M | +59.3% | -3.7% | +62.9% | +59.4% |
| YTD | +46.4% | +12.5% | +33.9% | +27.8% |
| 1Y | +96.6% | +19.8% | +76.7% | +61.1% |
| 3Y | +182.0% | +46.0% | +136.0% | +83.2% |
| 5Y | -38.2% | +12.5% | -50.7% | -29.3% |
| All | -38.2% | +12.1% | -50.3% | -29.3% |
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 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