+205.7%
KEEL vs HTZ
-86.1%
+291.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.0% | +12.5% | +8.5% |
| 7D | +21.5% | -2.5% | +24.0% | +21.9% |
| 30D | -3.9% | -3.7% | -0.1% | -3.8% |
| 3M | -34.1% | -57.0% | +22.9% | -25.2% |
| 6M | +82.8% | -47.0% | +129.8% | +97.5% |
| YTD | +58.7% | -57.5% | +116.2% | +78.5% |
| 1Y | +191.4% | -63.5% | +254.9% | +229.8% |
| 3Y | +205.7% | -86.3% | +292.1% | +425.8% |
| All | +205.7% | -86.1% | +291.9% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 3y: compounded portfolio wealth divided by compounded HTZ 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…
3y analysis · Full analysis span regression · 6 months rolling