+177.6%
KEEL vs IAG
+119.5%
+58.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.9% |
| 7D | +7.8% | -0.5% | +8.3% | +8.0% |
| 30D | -11.7% | +28.9% | -40.6% | -23.9% |
| 3M | -41.5% | +19.1% | -60.6% | -47.6% |
| 6M | +54.9% | -10.3% | +65.2% | +58.8% |
| YTD | +47.7% | +24.2% | +23.5% | +24.2% |
| 1Y | +177.6% | +116.5% | +61.1% | +156.5% |
| All | +177.6% | +119.5% | +58.1% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling