+177.6%
KEEL vs HBM
+123.0%
+54.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.3% |
| 7D | +7.8% | -6.4% | +14.1% | +13.5% |
| 30D | -11.7% | +5.9% | -17.6% | -15.2% |
| 3M | -41.5% | -8.9% | -32.6% | -37.7% |
| 6M | +54.9% | +10.7% | +44.2% | +39.0% |
| YTD | +47.7% | +38.3% | +9.4% | +1.9% |
| 1Y | +177.6% | +121.3% | +56.3% | +33.0% |
| All | +177.6% | +123.0% | +54.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling