+294.5%
KEEL vs HIG
+174.4%
+120.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +2.9% | -1.5% | +4.3% | +3.1% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | -35.3% | +6.7% | -42.0% | -36.4% |
| 6M | +59.4% | +2.0% | +57.4% | +57.6% |
| YTD | +51.9% | +0.3% | +51.6% | +50.3% |
| 1Y | +75.0% | +4.2% | +70.8% | +71.4% |
| 3Y | +224.5% | +102.2% | +122.3% | +182.2% |
| 5Y | -35.9% | +118.5% | -154.4% | -44.7% |
| All | +294.5% | +174.4% | +120.1% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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