-78.4%
KEEL vs IBB
+39.3%
-117.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -3.8% |
| 7D | -0.5% | -0.5% | 0.0% | +0.7% |
| 30D | -27.1% | +4.6% | -31.6% | -30.9% |
| 3M | -43.8% | +6.8% | -50.6% | -50.3% |
| 6M | -55.2% | +23.1% | -78.3% | -70.8% |
| YTD | -20.9% | +26.0% | -46.9% | -50.3% |
| 1Y | -28.5% | +30.4% | -58.8% | -57.7% |
| 3Y | +66.1% | +85.4% | -19.4% | -50.5% |
| All | -78.4% | +39.3% | -117.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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