+224.5%
KEEL vs HUBB
+46.2%
+178.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +1.9% |
| 7D | +2.9% | -0.1% | +3.0% | +3.1% |
| 30D | +0.8% | -10.0% | +10.8% | +13.4% |
| 3M | -35.3% | -1.6% | -33.7% | -33.9% |
| 6M | +59.4% | -3.1% | +62.5% | +62.7% |
| YTD | +51.9% | +4.6% | +47.3% | +44.9% |
| 1Y | +75.0% | +3.3% | +71.7% | +70.1% |
| 3Y | +224.5% | +46.6% | +178.0% | +175.9% |
| All | +224.5% | +46.2% | +178.4% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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