-45.3%
KEEL vs HBM
+47.3%
-92.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -6.9% |
| 7D | -13.6% | -5.8% | -7.7% | -9.4% |
| 30D | -39.1% | -18.5% | -20.6% | -28.6% |
| 3M | -48.9% | -10.3% | -38.6% | -43.7% |
| 6M | -35.4% | +2.1% | -37.5% | -36.3% |
| YTD | -10.6% | +12.0% | -22.7% | -22.7% |
| 1Y | -45.3% | +49.8% | -95.1% | -66.3% |
| All | -45.3% | +47.3% | -92.6% | -66.3% |
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