+59.3%
KEEL vs HIG
+0.2%
+59.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.0% |
| 7D | +2.7% | -2.3% | +5.0% | -0.4% |
| 30D | +4.6% | -1.2% | +5.8% | +4.0% |
| 3M | -34.5% | +6.3% | -40.8% | -28.9% |
| 6M | +59.3% | +0.6% | +58.7% | +73.1% |
| All | +59.3% | +0.2% | +59.1% | +73.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling