+309.9%
KEEL vs HAS
+1.1%
+308.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.3% |
| 7D | +19.3% | -4.8% | +24.1% | +22.5% |
| 30D | +9.1% | -5.1% | +14.3% | +12.0% |
| 3M | -31.5% | +6.4% | -37.9% | -35.1% |
| 6M | +75.8% | -5.6% | +81.5% | +78.6% |
| YTD | +57.9% | +11.0% | +46.9% | +44.7% |
| 1Y | +133.3% | +16.8% | +116.5% | +105.8% |
| 3Y | +204.1% | +44.0% | +160.1% | +126.8% |
| 5Y | -37.5% | +11.0% | -48.5% | -45.4% |
| All | +309.9% | +1.1% | +308.9% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling