+309.9%
KEEL vs HDB
-13.6%
+323.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.3% |
| 7D | +19.3% | -4.9% | +24.2% | +21.9% |
| 30D | +9.1% | -5.8% | +15.0% | +11.8% |
| 3M | -31.5% | -5.2% | -26.4% | -31.0% |
| 6M | +75.8% | -25.7% | +101.5% | +99.0% |
| YTD | +57.9% | -39.6% | +97.4% | +96.4% |
| 1Y | +133.3% | -36.9% | +170.2% | +185.7% |
| 3Y | +204.1% | -29.7% | +233.8% | +248.7% |
| 5Y | -37.5% | -37.8% | +0.2% | -26.4% |
| All | +309.9% | -13.6% | +323.5% | +486.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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