-35.3%
KEEL vs IBN
+58.3%
-93.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +1.9% |
| 7D | +2.9% | -3.0% | +5.9% | +5.9% |
| 30D | +0.8% | -1.5% | +2.4% | +2.0% |
| 3M | -35.3% | +7.9% | -43.3% | -40.5% |
| 6M | +59.4% | +8.6% | +50.7% | +46.4% |
| YTD | +51.9% | -0.6% | +52.5% | +51.8% |
| 1Y | +75.0% | -7.3% | +82.3% | +86.3% |
| 3Y | +224.5% | +26.2% | +198.3% | +131.0% |
| All | -35.3% | +58.3% | -93.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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