+294.5%
KEEL vs HBM
+729.1%
-434.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +2.9% | -3.3% | +6.2% | +4.8% |
| 30D | +0.8% | -4.8% | +5.7% | +4.1% |
| 3M | -35.3% | -0.4% | -34.9% | -35.1% |
| 6M | +59.4% | +17.9% | +41.5% | +46.7% |
| YTD | +51.9% | +33.7% | +18.2% | +31.1% |
| 1Y | +75.0% | +95.6% | -20.6% | +28.0% |
| 3Y | +224.5% | +458.1% | -233.6% | +37.7% |
| 5Y | -35.9% | +329.0% | -364.9% | -70.0% |
| All | +294.5% | +729.1% | -434.7% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling