+294.5%
KEEL vs HRB
+119.3%
+175.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.7% |
| 7D | +2.9% | -8.0% | +10.9% | +3.5% |
| 30D | +0.8% | -16.0% | +16.8% | +2.1% |
| 3M | -35.3% | +26.9% | -62.2% | -37.7% |
| 6M | +59.4% | +51.1% | +8.3% | +47.6% |
| YTD | +51.9% | +7.1% | +44.9% | +49.7% |
| 1Y | +75.0% | -9.6% | +84.6% | +77.4% |
| 3Y | +224.5% | +25.4% | +199.1% | +211.4% |
| 5Y | -35.9% | +114.9% | -150.8% | -41.0% |
| All | +294.5% | +119.3% | +175.2% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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