-35.3%
KEEL vs IAG
+820.9%
-856.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.5% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | +0.8% | +12.1% | -11.3% | -2.7% |
| 3M | -35.3% | +25.5% | -60.9% | -40.4% |
| 6M | +59.4% | -7.1% | +66.5% | +61.5% |
| YTD | +51.9% | +22.9% | +29.1% | +39.9% |
| 1Y | +75.0% | +83.3% | -8.3% | +43.4% |
| 3Y | +224.5% | +808.5% | -584.0% | +62.1% |
| All | -35.3% | +820.9% | -856.2% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling