+280.1%
KEEL vs HBM
+733.2%
-453.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.5% | +0.3% | -3.4% |
| 7D | +2.7% | -3.7% | +6.4% | +4.8% |
| 30D | +4.6% | -3.7% | +8.2% | +7.3% |
| 3M | -34.5% | +8.0% | -42.5% | -36.9% |
| 6M | +59.3% | +15.8% | +43.5% | +47.8% |
| YTD | +46.4% | +34.4% | +12.0% | +26.1% |
| 1Y | +96.6% | +98.2% | -1.6% | +43.0% |
| 3Y | +182.0% | +476.6% | -294.6% | +17.7% |
| 5Y | -38.2% | +331.1% | -369.3% | -71.2% |
| All | +280.1% | +733.2% | -453.1% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling