+294.5%
KEEL vs IAG
+501.2%
-206.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.5% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +0.8% | +12.1% | -11.3% | -2.2% |
| 3M | -35.3% | +25.5% | -60.9% | -39.7% |
| 6M | +59.4% | -7.1% | +66.5% | +61.5% |
| YTD | +51.9% | +22.9% | +29.1% | +41.9% |
| 1Y | +75.0% | +83.3% | -8.3% | +47.7% |
| 3Y | +224.5% | +808.5% | -584.0% | +78.6% |
| 5Y | -35.9% | +838.0% | -873.9% | -67.2% |
| All | +294.5% | +501.2% | -206.7% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling