+312.2%
KEEL vs IBB
+104.6%
+207.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +10.2% |
| 7D | +21.5% | -1.7% | +23.2% | +23.7% |
| 30D | -3.9% | +4.9% | -8.7% | -10.4% |
| 3M | -34.1% | +24.2% | -58.3% | -51.6% |
| 6M | +82.8% | +23.8% | +59.0% | +36.1% |
| YTD | +58.7% | +23.0% | +35.8% | +19.6% |
| 1Y | +191.4% | +46.2% | +145.2% | +77.3% |
| 3Y | +205.7% | +64.8% | +140.9% | +69.0% |
| 5Y | -37.0% | +20.9% | -57.9% | -54.6% |
| All | +312.2% | +104.6% | +207.6% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling